I don't know if this helps you any. But I don't think you are unusual.
I don't think anyone is stuck in one bucket on the spectrum of sexual identity. It ebbs and flows.
My spouse IDs as heterosexual. His fantasies center on women, he loves women, that's his bag. But he's also uber practical and states that under the right circumstances, he could see him being "situational bi" -- because if he's ever in a threesome situation with me and a friend, he's going to be curious and he's going to want to know. So here's this nice friend and this nice situation so... why not? Giving and sharing pleasure -- what's the big deal about that?
My best friend reports same feeling from her husband. He too IDs as heterosexual and his bag is women. But he's also voiced the idea that "situational bi" could be on his spectrum somewhere.
I know a swinging friend who was "all about the dick" -- and very vocal and vehement about it. (her words, not mine). Until she had some female experiences. Suddenly? She's not so vocal or vehement. Now she's mostly all about strayt sex... and sometimes not. *shrug*
I don't think you need to stress of worry, and if you are in an experimenty place, talk to your wife about where you are and sort it out with her.
As for anal... Having penis-in-anus sex with wife? Strap-on sex with your wife where she pegs you with toys? So long as you are both having a good time? Lube up and enjoy!