I think Sven doesn't know how to say "no". It's a brand new concept in his life when it comes to attractive women and sex. He's always been a "yes" sort of guy.
I think it's also safe to say he is not conning this particular woman into thinking it's a relationship. He's her after-show pick up.
And, well, change tends to be slow. People say they want to change, and try, then slip, then try again for a longer time, then slip again.
And, as someone said, Faye has made this a casual-but-exclusive thing. It's not a relationship, and she says she doesn't want a relationship, but she wants to put relationship rules to it.
Still, I think this is the most disappointing turn the comic has taken. I had a lot of hope for Sven and I really wanted him to not screw this up. But he did it, bad choice by bad choice. He managed to say no to a woman once, while Faye was watching him, but this time he didn't.
Here's a thought -- could Sven be more serious about Faye than either realize, and this is his way of sabotaging that before he gets into commitment -- or at least wanna be commitment -- land?
There will be blood. Oh yes. I'm not even sure I want to see what is going to happen.