not letting your wife going to places that might turn into cheating is silly and denial of reality. if she has the urge to cheat she will find ways to do it no matter how much you try to control her. women love to feel desired, and yes even a woman in relationship loves the sensation to be desired by more than one man. it's better to discuss it with her and turn the lemons into a lemonade and enjoy this fact instead of being jealous and fearful.
MY wife definitely gets fucked when she goes for a massage. But we agree that an orgasm is the natural climax of a massage so being fucked by the masseur (or in my case, fucking the masseur) is not cheating - it's just a massage.