It's really encouraging to hear that you never wanted to be with anyone else, let alone thought of anyone else while married to your WW.
You sound like you truly do love her and want to do the right thing.
I would encourage you to be as open and honest (naked) with her as you can about what's going on inside of you regarding your concerns about the OW approaching you and how it made you feel inside.
I think by being completely honest with her like you'd want her to be with you, she would come to see just how much you love her even after all she's done to betray your trust. This may also make her want to open up to you all the more.
You could have easily succumbed to the OW attraction to you but put a stop to it bc you love your wife and don't want to hurt her at all. What woman would not be happy to hear that she is your one and only, especially after all she did to break your heart? :)
How to Approach the Conversation:
1. Make sure it's at a time where you both have each other's full attention (cut out all distractions as best you possibly can).
2. Maybe let your WW know ahead of time that you would like to spend some time with her to talk about a few things on your heart.
3. Then you can possibly schedule the time you will spend together. Maybe go for a walk at the park, go for a drive, or talk over coffee....something you both like doing and that can be like a neutral place for the both of you.
4. Maybe you can start out the conversation by letting her know how much you love her and value your relationship with her and is why you want to be completely honest with her about everything.
5. Afterwards, you can let her know that your heart has been troubled by the situation w/the OW you got a little close to and then explain why.
I believe like one of the other posters wrote that you got a chance to see how vulnerable your WW may have been when in her A but I think your WW will also get a chance to see what you must have felt like knowing she was getting close to another man.
Just so you know, she may start to worry about losing you after seeing that other women are still interested in you and especially after she cheated on you first. Many WS go through that too during R. If you really do want to be with her alone, you will possibly need to reassure her that you are totally committed to her but don't hold back on letting her know how what she did to you led to the feelings of pain or rejection you may have felt also. NO excuse for picking up a relationship with another woman without ending it with your wife first (and I know you didn't do that)...however, in sharing w/your wife, don't downplay how you feel inside either.
Sometimes, when R and dealing with remorseful WS, us BS can lose sight of how we feel and push down what's going on inside of us to focus on what WS is going through. There is a time for that....but you need to be able to share and be heard too. :) They need to know the pain they caused to really get it and it's OK for you to share your love for her by letting her know what's truly going on in you.
Even though you didn't allow anything to happen, just knowing that someone else made you feel like or what she would only want to make you feel will also give her a glimpse into your world as well.
However you decide to proceed, I hope everything works out. I believe it will for you bc you can truly hear the love you have for your WW through your posts.
Wishing the best with your talk w/your WW and throughout this healing process as a whole. :)
P.S.--If this is something you just feel like you can't do on your own, you can always get a MC that the both of you are comfortable with to help guide you in sharing this info w/your WW or ask your WW to come to one of your IC sessions so your counselor can help you share with your wife what's going on inside of you.