The First Threesome - Clinical Observations

My fiancé and I have been together for three years. We've talked about everything, but we never brought up the idea of a threesome until recently. It was her suggestion after reading some erotic literature that intrigued her. We agreed it would be a strictly consensual one-time event to explore our fantasies. The actual experience...it wasn't what I expected emotionally or physically. I felt detached and almost clinical observing the dynamics between us. Was this normal? Is there something wrong with me for not feeling more excited or connected during it?