Warning: I won't give any spoilers, but you'll notice... I'll just say this: This only happens because DANTE is there, nothing more than that, they're not like that, and they wouldn't do anything to each other without DANTE.
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When he realized that there was no turning back, these women... They had set a big trap for him, one bigger than he could simply walk away from.
They sealed him in, with twelve completely naked women, waiting to do many perverted things.
He initially thought of just breaking Alice's magic and continuing his preparations, but that idea was just retarded in his eyes, even more so now... He was going to be away from them for a while... Besides, they were basically testing his virility, his masculinity...
The possession inside Dante trembled at this thought, fused with the fierce dragon pride he still held...