how does Gregory's reference to harrem women show that he is a bit of a naif delusional about the outside world and by extension his own situation in life?

Gergor thinks he works harder than the other salesmen. He doesn't want to get up in the morning and go to work. He justifies his apathy by stating he works harder than others,

"Other salesmen live like harem women. For instance, when I come back to the hotel in the morning to write up my orders these others are only sitting down to breakfast. Let me just try that with my boss; I’d be fired on the spot. "

This alludes to "harem women", being compared to the other salesmen, living a life of relative luxury compared to himself. This of course is not the case and merely serves as an example of Gregor's rather clouded view of his world.