First of all, I find vetoes to be a very unfair and immature way of handling things. He's telling you no (as if you were a child) because he was hurt instead of talking to you about what hurt him and how you can work to make sure he isn't hurt in teh future together. Marriage and communication are a process. That said, I think that while it is fair to ask you to respect his feelings, it is not fair to expect you to put the genie back in the bottle so to speak. . . . for many of us who start off bi-curious that first sexual experience with a member of the same sex (whether it is kissing or full blown sex) cements bisexuality as part of our identity in a significant way. While he may have just discovered that he really doesn't want to be with other people and wants you to want only him, try explaining to him that it just isn't possible for you to stop being attracted to other women. I know this is still very new, but maybe he would be (in the future) alright with you seeing women independently of him. As to what he gets out of it, wouldn't be feel better knowing that he wasn't forcing you to be something you're not?
Advice: keep communicating. remind him that you are not HIS; that you do not belong to him. So while you respect him, he can't tell you how to feel or that you have to stop seeing someone who matters to you. You can negotiate boundaries and comfort zones, but the whole you have to stop doing this because it hurt me and you don't have a choice in the matter is disrespectful. Also, don't think that you were a bad wife, you weren't. This was something that you discussed ahead of time, that you both wanted to persue; it isn't your fault that he's getting cold feet.