What many men forget, or don't realize in the first place, is that most of the time women feel the need to express what's going on with them without wanting or needing a response or action from the guy. They just want to have the freedom to say, "I feel X about this," and know they are being heard
. Quite often men think they have to do something about it, remedy things or rescue them in some way, instead of just listening and trying to understand.
In other words, believe her when she says you don't have to cancel your date or change what you want to do, but do be receptive to hearing what she has to say regarding her feelings. Listen, process, talk. But don't beat yourself up because she's letting you know how uncomfortable she is. She is giving you a gift by confiding in you and being upfront with her feelings.
I find it kind of funny that you say, "We've agreed that I will keep the date but probably not have sex for now and see how she feels then about me taking it further." Well, why would it have been any different?
Did you expect that getting the go-ahead for polyamory meant you were going to jump into bed with someone right away? That you had to go out and find someone to have sex with? Even though she is an ex, why wouldn't you naturally take it one small step at a time before having sex? I'm sure you know already that polyamory is not about just having a bunch of sex partners. You've been mono for three years, it is common sense that you would just dip a toe in the water first by having dates, and then seeing how it goes with slowly incorporating physical intimacy into any new relationships (if it feels like that's how it's going and the new person wants that). Having sex right away, now that your gf says she thinks she can live with it if you see other people, is a huge leap from where you've been.
Consider that one common piece of advice is to go at the pace of the one who is struggling most. So, to my mind, your gf said yes to a date, but you may have to wait a while before she says yes to you having sex with someone else. She might want to first see how she feels about you holding hands, then kissing, and so on, and you would take things in small increments before you ever have intercourse with someone else. It will likely be a good process to go through, so you can also take inventory of your feelings and thought processes through each step along the way.
You are absolutely doing the right thing by slowing down.