The political marriage was against Sett's will because it was arranged by the Queen. So whoever was sent to him was never his choice.
As for sleeping with his potential fiances, it doesn't seem to be a requirement. When Nina first arrived, she was never ordered or expected to sleep with him. In fact, he completely ignored her, and so did the palace staff. It was only after Nina approached and provoked him that Sett assumed she wanted to sleep with him.
As for the other women he slept with, it's unknown how they ended up sleeping with him, but he was simply toying with them. In both the anime and the manga, he tells them to entertain him, and when they attempt to attack or assassinate him, he kills them.
Also all the women sent to him were political hostages. If any of them turned against him, their countries would be conquered.

Isnt Sett like the biggest playboy? Why do yall want him as the endgame? (I havent read the Manga im just curious)