I would think that, before you take any further steps into opening the marriage, you go deeper into the conversation you've already had. Find out WHY one thing is threatening and another not so much. Don't just accept the statement, "that would feel more threatening to me." Ask things like, "Why is that? Does the idea of it bring up bad memories? What does it mean to you if I had deeper feelings for someone else? Just how would you imagine the threat would manifest itself? What would be a way to reassure you?" and so on.
Unravel the reasoning behind pronouncements like that, and you might be able to reach some better understanding of how each of you feel you will be affected. Because the fact of the matter is, someone can insist all they want that they won't let themselves fall in love and it happens anyway. Who knows, she might want a fling and wind up feeling something deeper than she imagined she could. So, you both have to come to terms with the fact that sometimes feelings can't be controlled. So get to the bottom of understanding all the ways you both would picture how you want things to go, what you don't want, and why.