It's a parody (with amusingly over-the-top visual set-pieces). If you're not interested in the kind of overpowered-protagonist-isekai-with-optional-harem show it's parodying, it probably won't work for you.

It's basically all the gaudy stereotypical isekai anime tropes, shamelessly taken so extreme that it turns into a parody of the genre itself. While also actually somehow having a completely compelling story. All the while the main character is somehow completely oblivious to it all.

Also I wouldn't say the main character shadow/cid is horny. He actively seems to have no interest in taking advantage of the harem, not that he has any realisation that it even exists and he hates the idea that he's about to enter into a romcom. The only thing he cares about is his wish fulfillment.

I recommend you watch gigguk's review of both the seasons. It explains why it's so good better than I can.