Konosuba: God's Blessing on This Wonderful World!, Vol. 6 (light novel‪)‬

I WANT A LITTLE SISTER!
As Kazuma spends his downtime bemoaning his party's lack of a little-sister archetype, he's invited to a royal banquet, where he meets the young Princess Iris. She's enthralled by his tales of adventure, and once she takes a liking to him, Kazuma ends up getting transported to the royal castle! Though he's initially unsure of what to expect, life with Iris turns out to be a dream come true, and Kazuma doesn't ever want to wake up. . .so when he hears rumors of a "righteous thief" stalking the capital, Kazuma declares he'll be the one to capture the dastardly do-gooder!