John Jacobus in his Matisse book writes, "Very few twentieth-century painters have joined Matisse in perpetuation of the vision of a terrestrial paradise populated by gods in human guise, or humans in godlike attitudes. In projecting his imaginary studio and in working out the actual decorative canvases of Dance and Music for Shchukin, the artist had achieved a significant fusion of two elements in his work. He had found that the visions of a mythological harmony that he had expressed again and again in his large figure compositions of 1905-1910 could be expressively (and not just anecdotally) incorporated in his studio concept, a theme that reached back to his dark pictures dating from before 1900. Stretching a point, it might be contended that the whole of his subsequent work is predicated upon this illuminating insight."
This explains all those odalisques. The studio was the paradise where all his anxiety could find some resolution.