We had "fun" with another married couple, then hubby and other wife had a quickie on their own. The other wife confessed and the other husband calls me, I ask mine and he denied for three days. Is it cheating if we "opened door" together?

No its not cheating. He needs to understand that its not and be more open in communicating. i am bisexual and my husband "opend the door" with another couple. I get together with some of the woman on the side, but I make sure I tell him.

We have been sharing with our friends for the past 25 years. I don't think my wife and I would still be married if we didn't set the rule and boundaries in the beginning. And I cannot stress enough Communicate, Communicate, and Communicate “DO NOT ASSUME ANYTHING”.
It started one evening when we were on vacation together, we starts to talk about sexual stamina and how strong of a sex drive we had. My friend’s wife and I said that we did not have much stamina in bed, while my wife and my friend said that they could go on for hours. His wife and I then jokingly said that they should see who could last the longest, a while later they went into one of the bedrooms. His wife and I sat and talked for a few minutes, laughing about what our spouses were doing. Later we went to see for ourselves what they were really doing, when we opened the door we couldn’t believe our eyes. They were so busy that they didn’t notice that we were watching them. His wife and I were turned-on watching and went to the other bedroom, the rest is history.
It just doesn’t happen, it takes a lot of communication, trust, understanding, and boundaries. The morning after they first sleep together we all sat down and talked about what happened, what we each thought, what we should do, our feelings, the next step, boundaries, rules. First Rule is "Nothing is done without all of the other knowing beforehand". It takes a lot of communication, trust, and understanding. It works for us, but I don't know of anyone else that would send their spouse on a vacation with someone else, expecting them to sleep together.

When you swing with a couple that is close you have to figure there will be sex on the side besides the couple thing it is a given

There is no dictionary to which we can go for a definition of the word. It is cheating if you say it is cheating. What would he say if you'd boned the other guy?