Instead of explaining in detail, I'd ask you to do a quick google on historical paintings of kings in their harem...it rarely shows them with one queen...
Obviously this is something we just cannot understand today since we are not conditioned this way...just as AR says...I've read somewhere that infact it was one of the duties of the chief queens to ensure that the king's company for the night was presentable/proper...But again, that does not mean there wouldn't have been jealous, power-hungry, possessive queens... I guess every harem would have had its own story like every family has a different one...