It depends what route Issei's taken from (in Fate he also gets to meet Saber and find her beautiful), but DDD!Issei had a tiny bit of a crush on Caster, who he knew as his older brother's fiancee. People commented on how weird it was that he kept singing her praises.

...She also has 'evil' right in her alignment stats, so I don't think he has very good taste in women.