Women are complex and mysterious - part of what makes them so captivating. I've been in a couple long-term relationships including now married for 12 years and I think I've gotten pretty good at anticipating how my wife and other women will react to things / how they might be feeling about something but the actually thought-process going on inside is still a bit of a mystery at times and often seems rather contradictory.
My wife is not really religious but she came from a conservative religious family. I know she was a bit of a slut before I met her and she has always been very sexual. However, he reaction to sharing is very much like your wife and what many others here have experienced. First upset and confused, then wanted to talk about it more, then turned on by it but only as fantasy.
I think it is driven by a mix of insecurity and fear of what other people might think / shame doing something too far beyond social norms, potential guilt over infidelity even though they're doing it with your consent or even mainly for you (although I think part of this guilt is that, while you may be asking them to do this, I think there is a part of them that secretly wants it and feels guilty for that). Of course, there is also a fear that maybe they try to fulfill your fantasy but then you have second thoughts and get upset about it.
When we are turned on, we are in a less inhibited state due to the interaction of sex hormones with the brain. Part of the reason men and women can suddenly feel different about a fantasy or sexual event after orgasm. This less inhibited state allows us to explore and take pleasure in a fantasy while highly aroused but then once that state passes, our normal judgements and fears come back into play.
There may be no way to get beyond this for some wives but, if it is possible, it probably takes slow, gradual acclimation to the idea and, eventually, it probably needs to occur in a somewhat organic way. I haven't made much effort recently as I myself am not sure if I'm ready but I feel that if my wife does end up being shared, it will happen somewhat spontaneously, meeting someone on vacation or the like. For women who have fears and insecurities about their bodies, breaking social norms, etc, I think it is less workable to take a more straightforward approach of deliberately setting out to find a man and setting up a meet. I think for it to work, it almost has to happen to them in a less premeditated way, where they feel less responsible for making a decision.
If I really wanted to make this happen, the best way would probably be for me to set up a situation where we went out with one of my friends that I know she's comfortable with and attracted to, have some drinks, get her in the mood, then for me to encourage something to happen. That or meet someone at a bar while on vacation without kids. She would then probably feel really guilty and horrible about it the next day and maybe even get mad... then like a week or two later she'd want to do it again lol. She would agonize over it internally, then eventually talk to me and be like "You liked that right? We had fun... why am I making myself feel bad about this? We should just do whatever makes us happy."
I think basically it would take getting into an uninhibited state, following through with the fantasy in some form, and then finding that it was really hot, everyone had fun, the sky didn't fall down, and life continued as normal afterwards, to then become comfortable with the idea of continuing or progressing with sharing.
That's pretty much how things go. She always feels ashamed / fearful about stuff at first, then ends up liking it. In the early days of our relationship, I wanted to fist her and would increasing insert more fingers / buy bigger dildos. She used to get all worried that her pussy would get stretched out and I wouldn't want her anymore / no one else would want to have sex with her. Now the surefire way to make her cum when she's having trouble is to slip in 3-4 fingers, or a dildo, along with my cock and talk dirty about she's a slut that likes to have her big pussy stretched out and used / how she'd like to get fucked by two cocks. 🤷♂️