I wanted to acknowledge my boyfriend, because I didn't like the idea of "hiding" him, but at the same time not that many people know we're together... So I decided to go through facebook.
I couldn't add another relationship, which I expected. He couldn't add one with me, either. In the end he chose "in an open relationship" without specifying with whom.
I also have Relationship +, which allows me to have both my husband and my boyfriend in the same place, which I like. I hide the app from anyone but friends though.
My feeling is that facebook assumed that "open relationship" means you're with just one person, you sleep around with people who don't matter enough to be mentioned on facebook, and your "real" partner if fine with it.
For that reason, in Relationships+ I set it as "in a relationship with". I feel it's enough, plus I'm not sure it qualifies as "open", as it seems to me "open" might mean you don't have to ask before pursuing a new person.