How does your boyfriend feel about exhibitionism? Would it be an option for your husband to watch you and your boyfriend have sex?
There's a difference between curious and nosy. Some things are just none of your business. I'm undecided whether your wife having sex in the next room with her boyfriend is one of those things. I'm inclined to say that if your boyfriend would prefer his privacy and doesn't want your husband to be snoopy, then it may be prudent to go to his house for sleepovers.
“As I am sure any cat owner will be able to tell you,
someone else putting you in a box is entirely different
from getting into a box yourself.” —bisexualbaker