[The Fuse]

Nice profile! Can't wait to see the pictures.

I guess the only thing I have left to add, which might be useful to you, is that as time goes on and you meet more people and visit more clubs, you'll learn to anticipate more situations and reasons why those slightly unpleasant things might happen. Dave_kat did a good job of listing some of those. Also, you seem like pretty considerate and thoughtful people, so naturally you were a little bummed about the other couple's discomfort. As time goes on, I bet you will probably find that people tend to get bothered by a lot of different things, most of which have nothing to do with you. As mature realistic people you'll probably learn to not be bothered by that in turn, or at least you'll tend to realize you're not responsible for their feelings. Other things a couple might be experiencing are:

One's into swinging, the other is not (and not just outside their circle).
They've just had a spat about something in their normal life.
One or both is drunk or otherwise not feeling right.
One or both are jealous and insecure.
One is "just not that into you."
They are just uncomfortable in the environment and so come off as unfriendly.
One has a medical condition that's keeping them from wanting to play (she just got her period, she's finishing a course of antibiotics for a bacterial infection, he's on blood thinners, etc.)
The man is worried about his performance. Maybe he's been having some problems with getting an erection in a play situation and is afraid to try.

... and on and on...

I'll share an experience of our own, where another couple could have wondered what was up our butts, just as an example of what can happen. I'm a little guilty of a failure to communicate (ha ha) this past Saturday night. There were a few couples at the club we went to who were interested in us, and I was not that into them but really just wanted to dance, flirt and have fun. I should have said something before they spent a lot of time with us. Of course, they could have asked directly if we were interested in playing in general that night ("are you looking to play tonight? Who looks good to you?") or about our play preferences in general ("Are you full swap? Do you like girls? What do you think of my boyfriend?"), and they would have had their answer. As it turned out, they didn't ask much except "would you like to join us at our hotel?" and one of the guys was a bit of a baby about us turning them down. I was relieved when they all left together. Then about a half hour later, Mr. Baby came back by himself. That was weird, and it's when we left. We could have stayed for longer but we did have to get up, so we were fine with leaving. But on the other hand, I (or my husband) could have earlier taken the responsibility for communication first ("Hey, we've got to get up early tomorrow, I'm not sure what you were thinking, but just in case, we're really just here to dance.") I wrote a blog entry about how much fun we had. I may go back and write a comment about the weird part. When we were new, something like that might have bothered us a lot. Now, we just chalk it up to experience.

My point in rambling on like that (other than avoiding doing my real work, ha ha) is to illustrate how even in the case where you think a couple is into you (which I know wasn't the case in your OP), because they've been dancing with you and being flirty, that sometimes they're not into playing that night. It has nothing to do with you.