I was similarly disappointed. One of my secondary playthroughs is open relationships with both Jaye and Mallory but otherwise no cheating (i.e. reject Bianca and Lisa, etc.), and although Jaye seems open to the idea of getting Mallory involved, Mallory seemingly "dumps" MC in the scene after the log cabin.
Confusingly, in the chapter summary at the end of Chapter 9, it says that "I have chose Mallory as the love of my life", which seems a bit odd.
We'll have to see what happens in the epilogue.