i'm not sure. that final line "a man can dream" he knows it probably wont happen, he's just hoping it will.
the web novel split the chapters into faux-volumes. as in a line break every so many chapters. the last three volumes lined up with these line breaks so that is how the translator is organizing them.
oof, complicated feels. daughters don't see him as father but master, and he can't see them as daughters. he loves them but they grew too fast and... wow this is some complicated shit for a LN with a slave harem.