Fiancé wants us to have sex with other people

So my fiancé wants to bring other people into our sex life but I’m not sure if It’s something I want to try. I’m usually open minded but I don’t think I want to share him. I was also raised super Christian and I still am very religious, and I’m not sure if that is what is holding me back. We have been together 6 years and we have only had sex with each other. he wants to experience new things but with me. I know he loves me but we have had a hard year so if we did bring other people in I want to make sure we are in a stronger place, I’m worried about jealousy because I can be a jealous person I’m not sure if I can do it... I did tel him that I’m not sure and he’s ok with it but I’m worried that he will always be curious. If anyone reading this went through something similar to this or just has an opinion I would love to hear what you have to say