I am part of a quad for 1 year now. I have actually never had a problem with the knowledge that my wife is with the other husband... it totally turns me on. After playfulness is over she always has a big smile on her face. I always ask the same question "did you have fun?". Seeing her face light up is always wonderful to see. I sometime ask for specific details, sometimes not. But what I find interesting in our love making is to try new things we have both tried with our other partners. Married life can be very familiar in the bed room so this definitely adds to the adventure.
Typically our quad splits up, into separate bedrooms or separate houses. Only one time we tried to be all together but since us guys are both straight, it takes some getting used to. I was actually surprised I was ok with it seeing him in the act with my wife but not for him. Perhaps we will try it again one day.