NRE could explain why she seems open with him, however it does not explain why she has always felt guarded with you, or why that hasn't changed in 20 years of marriage.
My husband is very protective of his thoughts and feelings. He really struggles to share them. Long story short, he grew up in a household where having emotions was frowned upon and talking about them was flat-out forbidden. So the notion that talking about your feelings is allowed and even desirable is not something that comes naturally to him.
I, on the other hand, tend to pretty much think out loud, every thought and feeling that comes into my perception. This has, in the past, had the consequence of him feeling guilty over one-time accidents or mistakes that he'd made, and that I'd reacted to. I still don't know how many things he's afraid to do, just because one time I freaked out about it, usually because I was in "a mood."
Over the past 5 years, we've both gravitated towards the middle. We both still have a lot of work to do, but things are a lot smoother now, and get better all the time.
In other words, being open (I assume you mean in terms of communication) is something that takes practice for both people: It takes practice to learn to share with someone, and it takes practice to learn to allow someone to share with you.
So my question for you is: are you sure you're doing everything you can to make it safe for your wife to share her feelings? Do you ever pass judgement on her when she shares? Do you share with her as much as you could, or is there room for improvement?
I recommend telling her how you feel. Be careful with the "you've never / you always" ways to put things (i.e. "she's never been open with me"). But find a way to say that you'd like it if you and her could be more open with each other and that you're feeling a bit of envy of how she's able to be open with her boyfriend. And then practice small. Ask her to share something that won't make her too uncomfortable, receive it positively, and then share something with her. The more she sees that it's safe to share her feelings with you, the more she'll feel comfortable doing it.
Gralson: my husband (works out of town).
Auto: my girlfriend (lives with her husband Zoffee).
The most dangerous phrase in the English language is "we've always done it this way."