If anyone were to tell Dio that he would be a concubine, he would have killed them on the spot. He was powerful, stronger than any who has ever crossed his path. He would never be reduced to such a filthy title.
Though, now - Dio wasn't opposed to this life. He was aware that he was the favourite concubine, the others could only scramble for a hint of the affection you bathed him with.
The spoils and riches were more than enough for him - he, who used to have nothing. He, who was never allowed these things when he was younger.
The riches he was lavished with wasn't nearly as satisfying as preoccupying the space on your lap. The other concubines reduced to standing around you - this is his spot. He had claimed it for himself the moment he killed off one of the wretched concubines who thought they could get away with stealing your attention away from him.