I sincerely hope this is not the case.
The two of you have drunk from the cup of something most couples never even think about. It's spurred interesting discussions and had interesting outcomes in the two of you. This is a good thing. I think most, if not all, of us would be curious to see how things are between the two of you three, six, twelve months down the road. These are but footsteps. Regardless of where they lead, a few steps doesn't make a fully story.
Don't close the book on the new openness and honesty you have embraced with your wife. Do NOT close yourself back off.
I agree with others that posted; figuring out her fantasies isn't likely going to yield results you expect. Men and women really do think differently. Just because you're not plugged into her fantasies doesn't make things bad, and doesn't mean you're second place to everything in her fantasy world.
None of this has anything directly to do with swinging. It's about intimacy, communication, closeness, and the extreme depths of emotions that few people are willing or even able to share. The two of you have glimpsed into a different possibility and might be running scared from it. You're going off script; life doesn't teach you how to be like this. You're taught to live the dream, get married, have kids, retire. There's more to life than that, and deep down most of us know it. That's not a reason to despair of ever learning just how far your heart and soul can evolve.
I hope you stick around.