I would say there is probably no point to have two wives if you can't have a threesome, but I have a feeling religion doesn't see it that way...
or at least ORGANIZED religion doesn't.
But my view is you can believe whatever you want and do whatever you want in bed separately. One of my friends is lesbian but she is also a church goer and pretty hardcore religious. She feels a bit awkward and can't tell everyone about her sexuality, but she personally doesn't have a conflict between the two things.
I don't think it says in the bible "don't have threesomes" or something like that - it probably just says about being married.
So don't let other people tell you how to live your life or interpret your religion for you, study up yourself and make your own informed decision and doing what feels right to you an your wives
