Funny you should mention that you were approached. I've been approached on a few occasions in a similar way but not by gay men. As a 19 year old, a young guy came up to me and flat out asked did I want to have sex with him and his girlfriend. Reflexively, I said no and he immediately walked away. I gave it no more thought until years later. Honestly. No more thought. My reaction now seems as strange to me as the young man's actions - and far less brave and imaginative.
Around the same time, I was approached by a different guy who asked if I wanted to have sex with his girlfriend. No preamble, just straight out asked (with what I'd say was a slight hostility). Again, I reflexively said no and gave it no more thought.
At least 3 times on boozy Saturday nights in pubs in Australia and UK, after a brief introduction and the crack of a joke or two, in my mid-20s, slightly older men have said "you can sleep with my wife" or "you can shag my wife". I always said "what?" and they always repeated it. I always walked away and gave it no more thought. My uncle also said this to me. They all said it in the same way and I sincerely believe this kind of thing is more common than many of us would guess.
If I were approached now in the same way, I would probably say yes to the offers made to me in my youth. Life is not too short but with the decisions I have made in my life, life is too boring not to say yes.
I am always wary of, even resistant to, people who would dictate the terms of other people's sexuality to them. So the books mentioned by Bluegrass9 don't make me question myself, they make me deeply suspicious of the authors. I am suspicious because not only do they do not embrace diversity (which is fine) but they disallow it (which is not fine). It makes me think they want everybody to be the way they (the authors) are. Not having read the books, my opinion isn't very valuable.
I remember reading quite recently that woman-to-man strap-on anal sex is on the rise. My last girlfriend was desperate to do this but again I declined. I would still decline.
Do I like it both ways? I don't know. I'm heterosexual despite myself. I like the idea of liking it both ways. But in reality I've never found myself sexually attracted to a man.
If you think you might like it, give it a go.