Perhaps your partner is fine with the idea of you having sex with another person....but perhaps they aren't ready to SEE you doing this. Also, what was your partner doing while you went off to have sex? Were they comfortable with lots of friends? Were they sitting alone somewhere waiting for you to be finished? Also, a sex club is not usually a place that offers showers and clean-up after sex....if your partner is uncomfortable with you having sex with someone else, how much more so that you still have all that new person's smell, etc all over you for the rest of the evening?
I'm pretty open-minded and not too jealous, but seeing a primary have sex with someone new can still be bothersome.
I'm pretty open-minded and not too jealous, but seeing a primary have sex with someone new can still be bothersome.