He knows what he wants and goes after it
Oleg isn't shy about going after the things he wants and 99.9-percent of the time, those things are female centric.
So, when he decided Sophie was the most beautiful thing he'd ever seen, he stopped at nothing to get her attention. In the end, he proved perseverance pays off, too, because Oleg married his dream women in "And The Disappointing Unit" (Season 4, Episode 22). There's no shame in his game.