Welcome to the forum. This is not all that uncommon. My wife and I started out swinging...and eventually found that we were more comfortable being poly...We wanted more than just a fuck and forget type relationship. We wanted a FWB type relationship....but we found ourselves falling in love with people....Then we figured out what it was called, ("poly") and we transformed to "poly" from "swingers".
It happens. Don't fret. Let them have the relationships they want to have....If you stay fidelious with just them, thats up to you. But love them enough to allow them the freeedom to explore others too.