He's probably mating Kelly more than the others. Saddles will help protect the skin, but feathers can be worn off with a lot of mounting.
He's young, it's getting close to spring, he's just feeling his oats. As the year progresses, he will probably slow down a bit or the older hens may be...
Photos of the feather loss?
Feathers that are rubbed off or broken with the feather shaft still intact in the skin will not be replaced until the bird goes through a molt.
While hen saddles can be helpful in preventing loss, they can also rub and some feathers can be broken or rubbed off...