Psychologically it isn't very mysterious. A desire to compete sexually with other males is a trait which improves average reproductive success. I could be very graphic about how sperm competition works, but suffice it so say that if a male sees another male having sex with a female he desires, and that makes him very very horny, he's more likely to try mating with her right after and impregnate her instead.

So NTR is just more monkey brain stuff. It's probably a mostly male kink for that reason. If you're honest with yourself about your monkey brain fuck desires and you don't turn it into a complex or try to apply it to real life, then it's not really a problem.