my boyfriend wants me to cheat on him

So my boyfriend always was interested in my past sex life. Since we have very open and understanding relationships we share everything. However he told me many times that he gets turned on when he hears someone else fucking me. He says its hot. 
I offered a threesome with another guy, but he doesnt want it.
Now im traveling in italy and he says that it would be hot if i slept with some italian dude 
Then he could punish me in bed for it.
Im very confused.
Has anyone had similar experience?