As they say, "to each, their own", and as a huge M&J throuple fan, I don't personally get this whole "they're better as friends" thing I see people sometimes saying.
Playing this path, I can see a lot of chemistry between these 3, and not just sexual. The relationship between them individually seems like it started because they were just lonely, emotional, and they simply gravitated towards the one person who was showing them attention and affection, but the way they look at him and the way they behave around him when they're in the throuple has them very much appear to be totally smitten with him and that what they feel for him runs much deeper than just lust.
So whether they're just friends with him or they rejected him because they were unsure about being a throuple and panicked, I think those feeligs are still there below the surface and it could lead to friction and them breaking up on those paths, but I think they're meant for more than just friends or exes, hence why their feelings for him would likely be their downfall if they're not with him.
I certainly hope it's just a tongue-in-cheek jab at Arya's Deus Ex Machina and not a foreshadowing. He hasn't necessarily promised that such a thing won't happen, but I would hope he won't do that again.
I hope he simply won't break up this throuple at all by any means. Theirs is a great relationship so far and I think it has real potential, plus in this day and age, I think it would be important to portray a relationship like this as one that can work because monogamy is old-fashioned.