Definitely a good warning to keep your marriage primary -- especially if it already has some cracks in it.
Having said that (and I fully admit that I say this with less experience than many of you here), my very first swinging experience was very much like what you describe. We responded to their ad, and the husband and I immediately clicked. And then the four of us immediately clicked. We spent a lot of time just hanging out together, very much like dating. It was much more about the relationship than the swapping. When it ended, it ended for personal reasons having nothing to do with sex or swinging.
Honestly, I have to say we really miss that. We've been to a club, and it just doesn't appeal to us at all. We want something that's personal. I believe it can happen since it already has, but if it doesn't I'm perfectly happy with that too.