I really don't want to be negative here, especially since you seem to be asking for encouragement etc., but you have known this guy for just over a month, and already you have come up against two MAJOR differences, ie that he is poly, and you aren't, and that he is kinky, and you, from the sounds of it, aren't.
When people have slight disagreements, or different expectations, misunderstandings etc it's always something you can fix and work on. If it's a fundamentally different way of seeing the world, and something that won't change, I hate to say it, but it won't be getting any easier from here.
Just sit down and ask yourself, and try to be as honest as you possibly can: can I see myself doing this for an extended period of time? Am I happy? Do I really want this?
The title of your post is worrying: you seem to imply that if you don't accept his terms, you'll lose him, and that loss is unbearable, so you're trying to look for ways to convince yourself now that it's ok and that you HAVE TO come around to his way of thinking... you don't!!
If the idea of poly isn't tickling you pink, if it isn't seeming like some interesting adventure or something that you feel deep down that you want to explore and accept all the risks that go with it, then don't do it.
Your mind isn't closed because you feel uncomfortable with it, and his isn't more open because he is.