I don't want a threesome with my husband
Why do you not want that?  Has he asked for such a thing?
I don't want to share him.
That is fine to want your husband for yourself. That makes sense. Not everyone wants a threesome.
I feel like a pathetic loser, don't you think I'm pathetic?
I definitely do not think that you are pathetic, in fact, I think it is admirable that you feel this way.  I assume that your husband raised this suggestion to you first, but he was probably just trying to find something that you both could enjoy.  The fact that you want to keep and cherish him by yourself is a sign of a strong connection, and he will appreciate you for that.