The big problem is reciprocity. Now my wife did some experimenting, but feels no real need to have sex with other men. No need to, when she has a sexual brachiosaur like me. But if she desired to get pounded by a team of dindus, I would not have any moral authority to tell her not to. So be careful when going down this rabbit hole, you may not like what your partner ends up choosing to do.
I'm not jealous. At all. So in our case I could watch (and have watched) her getting pounded by multiple dudes at the same time. If that's not something you can jerk off to, then don't even try an open relationship.