No, they are not.
Polygyny, polyandry and group marriage are, or have been, practiced in various cultures. Polyamory and other forms of non-monogamy are practiced. There are estimates that four to five percent of Americans are involved in consensual non-monogamy (despite social pressure for monogamy).
A sizeable portion of what the porn industry is creating revolves around the subject of threesomes, group sex, cheating, cuckoldry etc. etc., so quite apparently there is a market for that. It turns people on, be that for the thrill of "breaking the taboo" or some underlying desire. (Excuse me for not posting a link to back this up. Use your favourite bookmark.)
There is nothing to indicate that non-monogamy in any of its forms is "unnatural" to humans. Tabooed in some cultures and / or religions, but not unnatural.
...over much of human prehistory, polygyny was the rule rather than the
This paper puts that shift at about 18,000ya -- roughly the same time that agriculture became common, but much too recent to claim that Homo Sapiens as a species is now "naturally" monogamous.
It is rather something that developed culturally:
...an analysis of foragers in the Standard Cross-Cultural Sample reveals that male provisioning does affect the mating system. Societies with higher male contribution to subsistence are more monogamous.
On page 147 of "The myth of monogamy. Fidelity and infidelity in animals and people" (ISBN 0-7167-4004-4), David P. Barash concludes that about 80% of human societies lived polygynous before they came into contact with the "Western" culture.