The ice cream thing was creepy, along with his inability to refer to Michelle as a woman.
On first glance, we're meant to think of Howard as kidnapping and murdering the other young woman, as if he were a typical (whatever that means) stalker/murderer.
But I'm thinking that the reality is a little different.
Let's say his wife and daughter did leave, and that contributed to Howard's pathology and need to father a daughter. Perhaps the earlier stint in the shelter, with Megan, was brought on by a perceived threat, that Howard truly believed, that drove him into the bunker. And perhaps he manufactured a crisis with Megan (a la crashing his truck into Michelle's car) so he could "rescue" her.
And he probably did so w/ no intention of killing her, but not surprisingly things eventually soured and she probably ended up the same way as Emmett.
So I think his ideal is that he can protect his "daughter" from all the dangers of the world, possibly including her mother? He clearly wants to be alone w/ his "daughter" in the bunker, and forever wants her to be a little girl. The manifestation of all this is, of course, creepy, but I think in his mind he's being noble. So he would never, say, sexually abuse Michelle, because that would be wrong. Perhaps his coping mechanism there is to continue to see her as a little girl, because as a woman there's too much temptation?
Another thought: it does seem odd that Howard would substitute Megan for an actual daughter, so perhaps the "moved to Chicago" line is a cover. Did his wife have an abortion and move to Chicago? Did she move there while pregnant, so he never met his daughter? Did they both die during childbirth? Perhaps a 2nd viewing would provide some clues.