"And by the way. Before asking me out, he told me something funny. He said he really liked dating married women, because that way he would know that his date would have sex with him even on the first date. So I guess that by saying yes to him, I'm pretty much committed to spending the night with him. I mean -- I wouldn't want him to think I was a prude or anything like that. You understand, don't you?"
As shocked as you are by what your wife is telling you, it's obvious that she's made up her mind and that she WILL be going out on a date with him and WILL be having sex with him, so all you say at that point is that, yes, you do understand.
I couldn't agree with you more. Lucky for you, you have a smart husband.