My first real boyfriend was nice and caring, if a little over demanding sexually, and I loved him, but in a carefree, easy come easy go way. His brother was my best friend, and while they weren't particularly close they dealt with the fact that I loved his brother more than I did my boyfriend, but had no sexual attraction to him. At the time it just seemed like they were one entity, two different personalities but the same, and I went to one with problems and the other for comfort, and cuddled one and did more with the other. It wasn't really discussed, and I think talking about it would have ruined it.
I think the explanation that makes the most sense to me is that I'm poly simply because I'm intellectual and cannot have one man-or woman- in my life... monogamy seems to be more of a tradition stemming from instinctual *this is mine* tendencies than having any real basis, except that lots of people can't handle poly relationships. I think that most people who do work out a poly relationship do it because they love the people they simply like to be around, and don't worry about their own needs but their lover's.