Thank you all for your input.
@Derbylicious: Unfortunately they're a bit too strapped for a hotel. Also he's going to be seeing a lot of her in the next while. A hotel will get expensive every time and he feels that he should be able to have his partner over where he lives, which I agree with in theory.
@Magdlyn: We live in a fairly smallish flat so there's no real way to go off on your own. I do have some FWB's and I have had them over, but that was when I was the only one living here. Since he's moved in we've both been automatically going to other people's homes. This is the first time that's not an option.
I should say that we do have a mutual FWB that has been over when playing with both of us. If she were to come over when I was out I would have no problem with it. This of course leads me to believe that my issues lie more with the fact that a) I haven't met her b) I have to leave as opposed to him having someone over when I was going to be out anyway and c) how crappy I felt about the way he presented it to me. The upside of this is that it's circumstantial and we can address those issues in the future so that I'm more comfortable. The downside is that I've said ok to him because I don't feel like I have many options, but I'm still not comfortable with this specific encounter. Now it's just about working through the feelings I guess and then dealing with it properly next time.