But on Friday, as we drank wine and ate the steak that I had cooked, she asked if we were going to the concert the next night and could not remember where we landed. She even looked into getting tickets, but they were way too expensive. This does not seem the move of someone who wants to leave a M. Perhaps she is just confused. But now that the A has been revealed and she refuses to acknowledge it, I just don't know anything any more.
She may be legitimately confused, or she may want a fallback option if one of the relationships doesn't work out. Whether you're Option #1 or Option #2 in that calculus should matter not one whit to you; "I will not live in an open marriage" I assume is your boundary?