I don't think this works well unless the relationship was already poly in some form. (Like the intention had been there from the beginning.) It takes a lot of trust and work to be with multiple people. Its better if you date someone within that community (or open) because it doesn't limit either partner to one person.

I have a good friend who has three SO and they live with 2 of them. They aren't bothered or become jealous of others and they are all aware of each others partners. Open relationships breed jealousy. Its hard to have sex without getting attached to some degree. Unless they are random one night stands...(then you have to worry about disease) Its probably better to continue doing some kind of weekly therapy and strengthen the relationship. Revisit after achieving stability in your relationship. If its still a desire, you can discuss this again, later. Also having a therapy session around this may help.