The idea of one guy locked by a trio of girls certainly has its possibilities. The triple dose of teasing would be maddening.
Yes, I've always wondered about the dynamics though. Do they each get a key? If so, the victim is actually much better off than a guy locked by one woman, because he only has to convince one of the three to unlock him. Does his device have three separate locks? Then it is worse than the usual, because he has to convince all three at the same time to unlock him. But that's kind of a lot of weight to carry around ... I suppose there could be some arrangement like each of them having a separate key to a lockbox that contains the actual chastity key. But - and call me old-fashioned if you wish - that seems to take some of the romance out of the situation.
Or maybe there's just a single key that passes from girl to girl. By the time he has one of them feeling sorry for him -- OOPS -- she no longer has it.