It's time to have the fluid bond talk with Romeo, Knight and yourself. Search for fluid bonding and you will find much here, including my own stupid tale - the thread is called "Fluid Bond Mistake".
SW and I miscommunicated and had unprotected sex. I did not get pregnant and we did not test positive for STDs. But that was SHEER DUMB LUCK. Either of us could have been lying about our STD statuses or just unaware we carried a disease. And pregnancy was unlikely but not impossible. Let me repeat: SHEER DUMB LUCK.
Beloved, my wife, was hurt by my carelessness. And worried for my health. We worked through it and are doing well but she is not going to forget it. (Fortunately while she may not forget, she does forgive - one of many reasons I love that woman.)
Anyway, Romeo may be doing the manly thing of covering up hurt and worry. Your NRE-induced lack of safe sex and his reticence/joking may be damaging your relationship. So talk things over with Romeo and Knight and come to an agreement about safer sexual practices. Do you want to be fluid bonded with either or both partner? It sounds like you are de facto fluid bonded with Romeo.
Discuss what fluid bonding means to you specifically. Is it using condoms during intercourse but not during blowjobs? What about dental dams when you are getting oral sex? When to use gloves? How often do you get tested? Does the fluid bond/safer sex guidelines change when one of you adds partners? How to handle safer anal sex?
Yes, it's time to learn to love the latex - or latex alternatives - for you and your guys. Squeaky sex is nothing compared to burning, itching crotch - and it gets worse from there. And lube easily removes the squeak. Make it a game - how many different condoms can we try in a session? I bet your guys will love having a 'goal'.