Sagittarius people often juggle a few relationships at once, and honestly, there's nothing rong with that as long as they're upfront about it from the get go. They're drawn to far off places, love a good celebration, and usually seem slow, even hesitant, to commit. But here's something I'll slip in.
When someone truly falls in love, especially a guy, they want to lock it down. I've had three male friends who swore up and down they'd never get married. All three met someone, fell hard, and were married within a year.
I also think, unless they're fresh off a painful breakup, if a man tells the woman he's with that he doesn't want marriage, what he's really saying is he doesn't want to marry her.
But back to you. With this man, if an open relationship isn't your thing, I'd definitely think about looking at others whose relationship goals line up with yours.