Men likes to keep harem because historically men are more powerful than women and they use this power to pleasure themselves.
Historically society accept the polygamous character of men. People see nothing wrong with that. So keeping more than one wife or many other women for sexual pleasure is okey to the society. Men just take the advantages of their power and keep this traditions.
It is not like that if women get power and access they would not do the same. At least I would love to be surrounded by manly men. But we the women have no power historically, and as physically and mentally we are more like to depends on one man that many so women in general did not practice this culture.
As long as society accept the harem culture of men, men will continue this I believe. Because they are in general (not all of them) enjoy polygamy.
"Men" don't like to keep a harem.
Harem is a peculiar symbol of power, control, and status.
Most men don't feel the need to engage in polygamous relations.
Some people flirt with the idea, but it's no different than women fantasizing about being raped by a stranger.
They don't want that in real life.