His harem is quite random. I don't find any connections at all.
Simple. Probably his most favorite girls from various favorite animes/games that he played, enjoyed, and loved. I have a similar list of that nature, where I have favorite waifus that are from all over and from many franchises as well. It's not rocket science.
Chiki
Fire Emblem: KakuseiKenja
Draogn Quest IIITiamo
Fire Emblem: KakuseiToudou Kasumi
The King of FightersMakoto Nanaya
BlazBlueYuri Sakazaki
The King of FightersMarica
Fire Emblem: Seima no KousekiLeona Heidern
The King of FightersTharja
Fire Emblem: KakuseiLethe
Fire Emblem: Souen no Kiseki