U know what OP...I've BEEN in your husband's shoes. My wife (then gf) told me she wanted a gf...possibly one to SHARE. She even asked me to take her to a gentlemen's club. And we went to a place that I knew of that catered to females. Of course I complied.
Later on (6mos-1yr later) she said she would've had more fun if we went somewhere that I DIDN'T go to before cuz I MIGHT be fantasizing about them!! And yes, she was drinking and feeling nice, to NO AVAIL! So when she asked me if I wanted another girl (jokingly) I said "NO I know not to bark up that tree anymore".
Point is, IF she had opened up and did what others are telling u to do here, I WOULD'VE taken it seriously. So I say go for it seriously. And best wishes.