Honestly I wouldn't be worried, it sounds like he just wants to try, or see something different. It doesn't sound like he wants to cheat on you, he isn't asking to bring another women into the bed for a three way or asking if he can be with another women so I wouldn't worry about how he feels about you, in fact it sounds like he wants to give you a good time...just in a different way. Perhaps this is some fantasy or fetish he's always had and now that the two of you are sharing your fantasies more openly he's suggesting something he's always wanted to try but was maybe to afraid to bring up.
I don't know, I've personally never had the desire to see a girlfriend with another guy but I have heard of this fantasy before and I wouldn't say its highly unusual, certainly not common per say but not in the realm of the extremely bizarre either.
Hope it turns out great no matter what you decide to do.
