It's possible that she has a fantasy for an MFM threesome but has no desire to act on it. Fantasies can be just that; fantasy. There is nothing wrong with having a fantasy that you don't want to happen in real life.
As far as two men versus another woman in the threesome, maybe it's the thought of two guys working to explore and please her simultaneously or maybe DP that is the turn-on. Whatever it is, just enjoy it and help her enjoy it in whatever form she's comfortable with.