Well, it depends on your rules, what the two of you together want. Certainly a subject you should discuss before you get there.
Normally, at a club, my wife and I rarely played alone, and then only with specific permission. Normally, we'd find a couple. If that didn't work, we'd go off and have sex with ourselves. That in itself is pretty sexy. Every once in awhile, we'd find a guy for her and have an MFM threesome. (We weren't into FMF threesomes.)
At clubs, it's assumed widely that you'll play together.
But, what if she finds someone she wants to play with, and you don't? Well, either give her permission, or don't. Your choice. Like I said, this should be agreed beforehand. And if she has the permission to play solo, you should have it as well.
Now these rules didn't apply to house parties, where we always assumed we'd split off. Totally different vibes in our experience.