A few reasons:
- As you already mentioned, he really enjoys killing people.
- Richard tends to get bored of his donors and has no intention of keeping anyone around long term.
- More than one donor would be a huge hassle from his point of view. It’s already risky keeping a single captive around (Angela, for example, turned on Paul). Why compound that with multiple captives plotting against you? (Note: Richard’s probably more worried about multiple captives trashing his apartment than posing any real threat to his life)
- Logistically, it’s a lot more trouble. Noise, mess, food, etc.
Paul would also veto the idea. When Rich’s donor’s become low, that’s when he pressures them to hunt. 
Thanks for the great question! 