Should I Be Concerned...wife And Her Brother

I've been married to my wife for 3 years. She is 12 years younger than me, very flirty and fun.
She hits on other guys a lot and loves when guys hit on her. That for the most part I can handle.

My wife's brother is gay and in a long term relationship. My wife recently admitted to me that she and her brother have had oral and anal sex together for years and they are still hooking up from time to time. She claims they tried full sex occasionally but they usually do oral and anal.

I've asked if they would do a threesome with me or if I could watch and they said "sure". We started out spit-roasting her with me in her pussy and him in her mouth. After I came they switched positions (he did not cum) so he could eat her out. Then they 69'd. Finally they got into the ass play, lubed up and he finally finished in her ass. She had cum several times during the evening, from me and then a few times from him.

They've hooked up a few times since and my wife has asked me a few times for a threesome again.

Should I be concerned that she spends so much time with her brother? I'd personally like to cut it off between them but I don't know how.