Why would you lead them to believe they're getting exclusivity when they're not? Especially when you were telling the truth originally.
I really don't know that you have a choice but to tell them and risk the consequences. You don't seem happy the way things are, and I don't blame you since I wouldn't be either. Right now you are cheating, and that is generally NOT a good way to enter a poly situation, but you can hope that the men really do care for you and can accept you the way you are. Be prepared to have to deal with some trust rebuilding with each of them, though.