I mean, you could have a conversation with them where you thank them for all they’ve done for you, acknowledging their values and beliefs, be open and honest about your intentions and what you’re doing to be safe, listen to their concerns, and find a compromise, but… you know they’re not going to say ok sure sweetie, stay in an Air BnB with your boyfriend and have premarital sex, we are cool with that upon reflection.”
So I’d recommend you skip that conversation and just do what you want. If at all possible I’d have him stay at your place. If your roommates say no, then have him stay close by and visit him but don’t stay there.
While your parents are supporting you, unfortunately you are not a fully independent adult.