Wrex Brogan said:
Which makes it incredibly weird how blue-balling so many of them are - 'oh, here's 18 Amazingly Hot, Super Skilled, Slavishly Loyal Women who are all the Ultimate Submissives, BUT NO SEX, NO SEX FOR YOU, NONONO YOU HAVE SEX YOU DIE HORRIBLE, PAINFUL DEATH but also the girls communicate by rubbing their breasts on your head and having random orgasms BUT YOU CANNOT TOUCH YOUR PEE PEE OR YOU WILL EXPLODE WITH DEATH'.
Like, surely the virgin shut-in otakus would want to see someone like them get all sorts of tail, yeah?
Not really, actually stopping short of the sex may be part of the genius of their design.
I was watching a youtube video that raised an interesting point regarding anime's tendency to be full of sexuality, but incredibly childish about sex.
Basically, stuff like harem and ecchi has two primary audiences: awkward teenage boys and misanthropic shut-ins. Both demographics are extremely likely to be virgins, and both know enough about sex to recognize it as something that they desire, so giving them a series that is full of sexuality and teasing is something they can relate to and enjoy.
However, a male character who actually becomes sexually active will become less relatable for them, since while they recognize sex as something to be desired and find appealing, they have no experience with actually having sex, so while closing the deal and having the harem lead get lucky is fine if they're just looking for a wank and want some hentai, with media that is meant to make them start discussing "waifus" and establish an emotional connection with them, the writers intentionally opt to stop short of the hanky panky.
With regard to the OPs belief that harem anime is primarily consumed by women... I'mma need a source on that, bruh. I've met a couple girls who enjoy harem shows in my time... like, not reverse-harems, but actual, traditional harem shows, but the majority just kinda shrug the genre off.
As to why girls would enjoy it, which seems to be the question you posed, well, I know the reasons both girls I know had for liking it. XD For one, she just found it hilarious how pathetic and assholeish the typical harem lead was, and thus found the whole notion of girls fighting over him to be comedy gold by premise alone. She liked harem anime in the way hipsters like trucker hats, basically.
The other girl, being my ex girlfriend, I talked to about these kinds of things at greater length about, so I can be a bit clearer with her: She enjoyed harem shows exclusively for the female characters. Since a harem needs multiple women to be a thing, and in order for the fans to buy it the girls need to at least fill different archetypes from each other, harems provided her with the chance to see female characters actually have a major role in a series without them being either prim-and-proper yamato maidens, or tsundere best-friends-from-childhood. She said that when harem shows got away from the male lead and developed the characters in the harem, they were some of the most interesting parts of the series.