There are others better qualified to comment than I as they've been there longer, but the general IC belief is that, given sex is required to survive and that Loki can randomly "take people away" (ie, drops, death, canon updates etc), it is prudent to keep partners other than just one monogamous lover so they have someone to turn to in times of need.

However, no, not all characters would refuse it! There have apparently been quite a few couples who have attempted monogamy with varying degrees of success.

My character is more like what you describe - he is mutually in love with his main partner, and he occasionally gets jealous of his partner's other lovers, but they know it's best for them not to be completely monogamous.