I believe what you really mean is the word vicariously, as in the phrase "living vicariously through others". All this means is that you're not experiencing certain actions or events yourself, but using someone else's experience as your own.
example: Your friends to things you would like to do but can't/won't, so you experience those things (live vicariously) second-hand by listening to your friends tell you all about their experiences that you can't/won't have but would like to.
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"Living bi curiously through him" refers to experiencing curiosity about bisexuality or exploring one's own bisexuality through someone else. It suggests that the person is intrigued or interested in the idea of being bisexual based on their interactions or observations of another individual who embodies those qualities.