I would start by asking him why he thinks poly is immoral. Just to get him thinking beyond "just feel it is". And then tackle the points, i.e. say where you disagree and why.
To me, there is nothing immoral about it since everybody involved know what is going on and have agreed. I define immoral as something that is harmful to others. But other people may have other definitions to immoral. Often it is just "it feels wrong" and it is justified by something like religion or just cause it's so weird. As in, because people in general have monogamous agreements in their relationships (whether upheld or not) there must be something wrong with doing things in a weird way.