I actually started a thread about this a few months back.
As a man (who happens to be bisexual) in a very happy relationship with a straight woman, hopefully I can give you another perspective on this, which should hopefully match up to your boyfriend's.
Unlike your boyfriend, I've had numerous sexual encounters with men, and most of them were thoroughly enjoyable. Do I 'miss' them, or regret not having them anymore? No - I'm still loved up with my partner to the point that I don't want to be with anyone else. Perhaps, some day in the future, I may feel a hint of lust at another man, but in the end it'll be no different to the attraction I might feel towards another woman. I certainly wouldn't act on it though- I don't think I'd ever want to do that to my partner.
If your dp is going to cheat, it will be because he's a cheater, not because he's bisexual. Obviously, you know him better than we do, but if you don't think he'd cheat with a woman, then it's unlikely that he would with a man. The fact that he's been open with you about being bi, despite never having had relations with a man, and insists that you're the only person he wants to be with is really important and is actually a very good thing for your relationship- it shows that he wants to be open and honest with you. I certainly wouldn't call him 'complicated'- I'd call him (to employ a quaint phrase), a 'catch'.
As for the MMF idea, it's something that I've done before, but I do not want to do it with DP- and actually I really don't like the idea of introducing another person (whatever their gender) to our relationship. If you're boyfriend insists that you're the only person he wants to be with, then I'd imagine he's the same.