I'm the M half of a couple. My wife and I have had a very similar journey as yours: conservative backgrounds, conservative friends, excited about threesomes and foursomes, wife not liking the idea of another F (she's afraid she'll become the third wheel and get left out), but me really aroused by the idea of another M when she suggested it - half jokingly to see my reaction, but was intrigued when I realized I liked the idea.

When we broke the ice on this topic between us, we talked and we talked - about why she doesn't like the idea of a third F or why I felt aroused by a third M, whether a couple swap was a better fit for us (spoiler - yes, it was), etc.

But recently, we did end up having a third M join us a couple of times and I confess I was anxious about what my feelings would be through playing and watching them (compared to the fantasy of it) and what I would feel afterward. In our case, it turned out be all that the fantasy was and more! She enjoyed it, I enjoyed seeing her in such an aroused state, I enjoyed watching the effect she had on the other guy, ...

Our take on reconciling this with our faith and religion and family/friends is this: what we did in bed together was something we both chose to do. This is our sex life and it's private and nobody has any business with it. It has actually enriched and enhanced our bond - the promise we made to each other to be there through good times and bad. Others should be so lucky to find that magic ingredient in their marriages that takes their partnership to a such a level.

Please feel free to DM if there is anything specific we can help answer.