If you have a very strong relationship and not the jealous type and of course if you want to try it, then go for it.
But as far as why men feel that this is a turn on there are many men who enjoy this.
Seeing thier girl moaning and groaning is pure exxtacy to some men, maybe they feel inadeqaute or they want you to enjoy better sex and are just voyuers.
swingers have done this for years and many do it for years, it is the joy of sharing and making her feel good (if she likes it)
Ask him why he prefers this and what is his reason for this.
If you do have sex with some one else rather it be one or two men always do it safely but see how he reacts after you have done this. He may be fully turned on and blow you away/Good luck