Oh, good for you two - that is a much more clear picture, and entirely different from how it sounded at first. You actually sound like you're in much better shape than most folks I've encountered who have a DADT policy.
It sounds like he does trust you, but he just doesn't want to hear or see what you're up to, in order to avoid the possibility of seeing you suffer or get yanked around emotionally. He wants you to be happy but has no frame of reference for how to be there for you if things seem rough or like a rollercoaster. I guess at some point, you could say, "Look honey, I've been having relationships with other people for X years now and everything's been going well. I think it's time that I not be expected to keep it all a secret."
I didn't mean to sound judgmental, but it just seemed like an area of concern when you said you had to prove to him that you could handle other relationships and not let them fuck up your marriage. The proving part triggered my reaction - I hate feeling like I have to pass a test for people I love, but I totally projected my own shit onto your situation. Sorry about that!