I see 2 issues here:
Issue 1:
She works with you, and that could be problematic for you and her in the work place. Even though she admitted it, she may feel she overstepped her bounds by letting you in on that piece of information. Then as a defense mechanism to not tick you off, she is saying, "yeah, sure no problem," because I'm sure some unethical person out there could take advantage of this information in the sense of: "you do this, or I'll tell your boss." Which is a valid fear for most swingers. However, most people in general consider sexual topics with co-workers to be ones to avoid.
So all in all, it is an awkward situation for you as well as her.
Issue 2:
I have to admit, at times we as a couple have had the fear of being stuck with another couple (that we weren't interested in) the entire night. This is primarily because if someone shows up with us we feel that we don't want to make them feel like we are ignoring them, but was also want to meet people and even possibly play with another couple if the situation presents itself. I think everyone is naturally like this to a certain extent, in where we showed up with someone we don't want them to be bored while we're off having fun.
This issue of feeling like you have to hang with someone all night is further complicated for some when she/they move from hanging with a couple to a single guy.
I know you're not a single guy, but if she is there to enjoy the club as a single female or as a couple, she or they can't have you tagging along everywhere in the club. This is not a knock on single guys, but let's face it, single guys have it harder in that they are often limited to certain areas of the club by themselves and a large amount of single guys have given the good single guys a bad name by behaving inappropriatly. Those two sentences together as a thought along with a person's natural instinct to want to be sure that someone is not bored or feeling ignored could definitly cause someone not to take a single guy to the club with them. I know you have a significant other and don't consider yourself to be a single guy, but anytime you show up to the club without a female half you are considered by them as a single guy. I even with my wife at a club at times have been limited on where I could go because she was not with me at that immediate moment because of single guy rules.
Conclusion:
For most people that go to swing clubs, we want to be free spirits whether it is with our significant other or as a single (if the individual is indeed single). We as a couple even gauge a situation before hand if attending an event with other people. But, I think most of us as people want to help people out, if we can. Suggesting or encouraging you to check out a club a club (as your co-worker seems to have done), even if it is apparent that she doesn't want to check it out with you for some unknown reason may be her way of helping you out. After all I think for most to make the decision to enter the lifestyle (swinging that is) needs some supportive positive encouragment.
Enough though, To the bottom line: I believe due to the working relationship, the indication that there is no interest between you, and that she may feel like she has to hang with you all night, it is probably causing her to blow you off. The reason she may be agreeing to let you tag along is the common fear that she has no way of knowing who will tell her boss and who won't (thus leaving her jobless). So she may be just saying, "yeah sure" or inviting you just to avoid chaos. My suggestion is to not bring this topic up at all, and she will most likely stop the invitations or the "yeah sure, no problem". This will avoid your confusion with your co-worker.
However, I am with everyone else here in that you need to take your willing woman. You and her need to go to the club, and take it at the slow speed of you two as a couple.
That's a little more than my 2 cents, and possible an entire quarter.......