[Advice] Anal Sex/ relationship

My boyfriend (m/36) and I (f/24) have been together for three years. Through that time we have opened and closed the relationship several times. Mostly due to age difference. I always felt like I'm so young compared to him and didn't want to miss out on any potentially awesome sexual encounters. For the most part he encouraged this, I think because he had been in a 12 year relationship before me and still wanted to enjoy his freedom. It was easy at first. But the longer we have been together the harder it has been for me to "share". I love him, and will admit that I am pretty attached to him. But who is t after spending three years with someone? Anyway, we recently opened the relationship for a few reasons I won't get into but we agreed it was for the best and would help the friendship part of our partnership. Now, we have always had a problem with anal sex. He likes it, a lot. I don't. We've done it a few times but I never did it for my pleasure. He tries to convince me that I'll have a crazy huge orgasm and sometimes I do but the whole process is uncomfortable for me, and honestly a little too intense of a sensation. I recently found out that he had sex with another girl ( not against the rules) and I know they had anal sex (don't ask how).

Even though he hasn't technically cheated, that's not really the problem. The problem is that it feels really shitty that my partner has to go outside of our relationship to be sexually satisfied. I don't like feeling like I can't satisfy my partner. And when I see him I am just reminded of that. Not a good feeling and fucks with my self esteem within the relationship. This is a reoccurring issue for us because through the time we have been together he has slept with several other woman and I have not slept with or even kissed anyone else. My behavior doesn't really match that of someone who wants to be in an open relationship but definitely don't want my ask my bf to be exclusive when I know this will be a constant issue. Any words of wisdom?

TLDR; Boyfriend likes anal, it's not my favorite. He's having g sex with other girls specifically to satisfy this desire and its fucking with my self esteem.