The act of dating multiple people by itself is not immoral. Dating does not imply commitment. With no commitments you are not bound to be exclusive to anyone. This of course no longer applies once you agree to be exclusive and begin a relationship with someone. Until then, there is nothing wrong with seeing multiple people in order to discover someone that you really click with.
It is common for an individual to go out on a date with one person one day and then another person the next weekend. As long as the individual in question is upfront and honest about dating other people, he can have any dating lifestyle that he pleases. Once the individual is in a committed relationship, he should remain faithful.
Dating multiple individual people at once is immoral because it increases the risk of people getting their hearts broken. If dating multiple people at a time causes multiple individuals to develop feelings for the same individual, a person will have to choose just one of them, and the other will be left heartbroken.