I haven't read the whole thread here, so excuse me if there are some repeats in what I say. Hopefully it will back up someones point if I did repeat.
I wonder if you are struggling with this because sex between two can be more intimate. They are spending alone time together doing something very bonding. Perhaps your fear is that he could fall in love. Or she could with him. Bingo, polyamory (otherwise I would refer to what you have as an open marriage). It seems to me that after several times and his continued desire that love might be the case.
It seems that its become a matter of her being in your life and everything adjusting to that. You can't make them do anything, but you can ask they be gentle with your feelings, be patient and go slowly. Pacing is so important. That and talk. A lot! Communicating everything that comes up for you and listening to what comes up for them is key.
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