I find it disturbing that somehow you came out of marriage counseling with the notion that you must accommodate him sexually because this is SOOOOOO important to him, yet he seems not to accommodate you in other ways.

So in other words, you came away with the feeling that if you don't do what he wants sexually or allow him to do so, your marriage will end. This is a falsehood. He puts a carrot on a stick for you to follow around. You give him the sex, and now you are lacking a "connection" that he needs SOOOOOOO much.

You're already alone. Why be alone with someone else?

I will say this - if he's asking for this open marriage, you can bet he's already opened it on his side or he has someone in the wings. Start checking his internet history and his phone. You will probably find your answer there.