I don't have that option. These are the choices I have. This choice is in like the beginning of CH9
You shouldn't have got those options if you're going for the poly with J/M (they are for if you are in an open relationship with both iirc).
You shouldn't be in an open relationship with Mallory (I saw someone say you could, but I'm not aware of steps).
You need to be on romance path with Jaye.
After your first sex with Mallory, you should have chosen "just to help her".
The walkthrough is not actually helpful with trying to get the poly path. The things you need to do are:
1. After first sex with Mallory, tell her it's just to help her.
2. Do romance path with Jaye
3. When Jaye is upset choose "what's wrong" and then "phone a friend".
4. When you leave Cabin with Mallory tell her "I wish things were different."
5. When you have sex with Jaye at George's house you need at least 95 love points with Jaye & at least 80 with Mallory.
6. If you've met all that, Jaye will offer you the choice of Mallory only joining a Poly relationship (not a throuple).