Both Houki Shinonono and Lingyin 'Rin' Huang use the fact that they are Ichika's childhood friends to try and argue that they should get to be in a relationship with him. However, this fact may also be the reason why Ichika is oblivious to the extent of their feelings for him: he sees them as close friends first and foremost. The closing minutes of episode 12 seem to add weight to this idea, since Houki outright asks if Ichika sees her as 'a person of the opposite sex'.
Rin's case isn't helped by the fact that, of the five girls, she is the shortest, looks younger than the others, and is rather flat-chested. Add in the fact that she is the only girl who Ichika hasn't had an Accidental Pervert moment with, and you can see Ichika perceiving Rin less like a teenager entering womanhood and more like a girl.
Out of all five girls, Charlotte and Laura are the only two who Ichika seems to realise (and since this is Ichika, that's a debatable point) may want more than a friendship. Why? Because of their interactions with him. Charlotte asked him to feed her, they shared a secret together for a while (the fact that Charlotte was a girl and not a boy), then later they used the men's bathhouse together (with them both naked), during which time she cuddled up to him and asked him to call her by her real name when they were alone (despite revealing it, and her true gender, to the entire class the next morning...). As for Laura, she kissed him in front of his entire class, declared him her 'bride', then while he was sleeping sneaked into his room, and got into his bed and cuddled up to him while (she was) naked, only to follow this up in the morning with her putting him in an armlock whilst still naked when he woke up and freaked out (and consider where his elbow approximately was...).
As for Cecilia? She doesn't have a previous friendship with Ichika to make them close, nor has she acted in such a way as to suggest she want a relationship with him (that Ichika would recognise anyway), apart from a few things like getting him to apply suntan lotion on her back and taking up Ichika's offer to feed her, and Ichika did these because he said he would: 'a gentleman never goes back on his word'. As such, despite her efforts, they are still only good friends so far.
In episode 9 of the anime, when overhearing that choosing the wrong swimsuit could kill any chance of a relationship with Ichika, Laura calls her second in command for help with this situation. Seems like a silly thing put in for viewer humour, right? It actually makes perfect sense, since A) Laura has been raised in a military environment, and thus would confer with her command staff before proceeding with any decision she is unsure of, and B) her superiors are in the military as a job, and so would have ordinary lives outside of the military, and thus be able to help Laura, who has been shown to have poor social skills. It turns into Fridge Funny if put into context: Laura gets advice about dealing with Ichika from a fellow Super Soldier who, funnily enough, is an Occidental Otaku.
Either the whole unit dressing like the SS brings Unfortunate Implications about the state of Germany in the setting - or it is in fact a Crosses the Line Twice jab at Clarissa's clear-cut otaku behaviour having infected everyone else because not only do the girls dress more like cosplayers would (their uniforms all have Zettai Ryouiki), they also use the impossibly clichéd line "As expected of..." after Clarissa gave Laura some very helpful advice.
Why does Ichika, being the only male capable of piloting an IS, seem so calm when he must be a target for any and every country and organisation on both sides of the law? Simple: he's been kidnapped before, prior to his unique ability being discovered. The threat of kidnap has been present to him ever since Chifuyu won the 1st Mondo Grosso, and certainly clear in his mind ever since he was kidnapped during the 2nd Mondo Grosso. The only difference that the discovery of him being able to pilot an IS has made is that instead of being a target to these organisations in order to get at his sister, they will be targeting him specifically for him. So he's either (had to) come to terms with the fact that there is little he can do about it, and thus is getting on with his life, or he's (either consciously or subconsciously) suppressing the memories big time, which could in part explain his obliviousness.
In the light novel Ichika realizes the romantic potential in everything he's in. When Charlotte (as Charles) tells him (s)he thinks he's doing it on purpose, he really was. He's Genre Savvy enough to know that if he tries to make a romantic move on anyone, then the rest of his harem would kill him. Charles, however, is also Genre Savvy, as she knows that being a tsundere will not score romantic points, so she becomes more Moe-ish and less violent in order to get his attention. And so far it works, as Ichika is closer to her than the other girls. Similarly, when the girls ask him who's performance did he like best during his birthday party, Ichika chooses his sister in order to not incur the wrath of everyone else.
Lingyin being the only one of the girls who realizes that Cecilia is a Lethal Chef probably stems from the fact that Ling herself used to be a pretty bad cook when she was younger. That, and it's extremely suspicious that Houki, Charlotte, and Laura all take a sick day...right after Cecelia's been over to their places to "learn how to cook".
In episode 5 of season 2, the ladies decide to hold a birthday party for Ichika. They lure him into a room and knock him out. Now remember that Ichika has been kidnapped for real before. Think about how he feels when a bunch of masked people decide to mug him in a pitch black room. Happy Birthday!