To the extent that religion gets into the picture, it generally condemns any erotic feelings that are not in some way tied to the reproductive utility of sex. Also historically we also came up with the idea of the devil, and started to talk a lot about temptation. We viewed the world in terms of good verses evil and felt as though we always had to be on guard lest the devil tempt us into sin. It did not follow from the old paradigm that poly was necessarily bad, but with the exception of a few religions it did turn out historically that poly became associated with sin. Since you are not allowed to love both at once, you are forced to choose one or the other.
Someone has to be hurt.
It is simply not possible for all three to win in this situation. The key here is that under the old paradigm there is a tendency to view one of your love relations to be wrong. It is simply not acceptable to think that the love you feel for your spouse and the love you feel for this new person could both be divinely inspired, growth-enhancing, healthy, natural feelings. Your feelings are ultimately meaningless anyway, so all that really matters is that you make your body do what society thinks your body ought to do. Now let's change the paradigm so that your emotional states become deeply significant and real.