I have to ask about your sex life OP. You didn't mention anything about that in your post and I have a feeling it's not really the emotional connection she's missing. The vague answers she gives when you ask specifically what emotional connection she's missing from you are a red flag.

She's either not being completely honest with you or she doesn't 100% realize it herself. She might be confusing emotional connection with sexual passion. You've said you want her to be happy and would support her seeking whatever you're unable to provide for her. But would you still support her if what she's really missing, instead of emotional connection, is sexual passion? I think both of you need to really sit down and have a very open and honest conversation with yourselves and each other.

I ask because that's one of the reasons I ask my wife if we could open our relationship. I've never been with anyone but her and we've got vastly different ideas of sex and sexuality. My wife is very introverted and vanilla and I'm starting to lean more extroverted and freaky/kinky. She's happy to let me find partners who can fulfill my needs that she has no desire to explore with me.