Out of interest, how do you feel about bisexual guys?

I don't think it's unusual for a woman to fantasise or like the idea of two men together, it's just that we hear far more about men who fantasise about two women together, so that's not necessarily unnatural.

If you want to go into it with a therapist, I think you may need to seek out another therapist, perhaps one who deals specifically in sexual issues (since it may be that your therapists are changing the subject because it isn't their area of expertise and they don't know how to deal with it) or for you to put your foot down and say "this is what I want to work on" especially since I'm assuming you are paying for their services.

Good luck.