"but why would you need to have sex with someone else? you must be so unhappy"
If I was talking with someone who seemed to be just trying to ruffle my feathers, I'd probably snark the question right back: "But why would you
need to question my life choices? You must be so unhappy!"
A "friend" keeps asking the people in my vee what it feels like to cheat/be cheated on, I think just to see if we'll react. Oi!
If the other person is really just curious and confused, though, it's a different matter. My explanation is that I'm poly so that I can have the relationship with each person in my life that makes the most sense to us. That my relationship with one person has a sexual element and makes sense doesn't preclude another relationship from involving sex too.
Noob, totally stand your ground. It's hard to feel shaky early on, but keep pushing through it, and keep sharing! We're here for you.