This question assumes that you both are ok with polygamy and will consider it down the road. If you both said no to the question above then simply skip over this.
Marriage be it monogamous or polygamous is a family affair and If you can proceed with the blessings of your family then your life will be much easier. Having the support of your family may actually be the difference between monogamy and polygamy.
If you don’t have your families blessings, can you do it alone without them? Will your family learn to understand or support you in time?
Maybe you just need to fully explain it to them so they understand. Normally animosity comes out of ignorance. Educate them. Let them know that it is an informed logical decision in your life and that you haven’t just sold your soul to the devil.