To me this just points out how differently Anne and her husband see what they're doing. He pushed and pushed and pushed her to have sex with Kenny, she finally did, and it ended badly enough that she had to quit her job. What was her husband's reaction? Not "darling, I'm sorry I pushed you into doing something that resulted in your unemployment," but "who cares, go be a flight attendant." (Not, obviously, direct quotes.)
(Also, think about that suggestion for a moment. It's a job that will take her away from him for stretches of time. That provides him more freedom to fuck around, sure, but it also means that his interest in actively participating in her extracurricular sexual activities has waned so much that he'd rather she do it elsewhere. Again, it's all about him and his fetish and he doesn't really care all that much about what she wants. Or, frankly, about her except to the extent that she can serve his own sexual needs.)
In any case, Anne has clear evidence that having sex with someone at work can have strongly negative consequences, and so when she finds out that the MC's doing it I think she has a right to express concern. (That he's having sex with two women he works with, and that a third's been flashing him and flirting with him, is even worse. That he's doing that and banging his way through waitresses, customers, and ex-girlfriends at a diner he can go to practically every single day would be even more upsetting...if she knew about it, which she doesn't because he blatantly lies to her about it.)
But she doesn't tell him he can't have sex with Kelsey. She even says that she doesn't mind that he did. All she does is express her well-founded concern and her obvious preference that he won't continue doing so. Since he never listens to her anyway — this is the third? fourth? fifth? time she's expressed dissatisfaction with either his partners or his honesty and he's never modified his behavior — one assumes that he'll keep having sex with Kelsey anyway.
The MC doesn't place any limits on her behavior because he's not thinking about her, he's thinking about his fetish. If he knew she was in an ongoing relationship with Martin I'm pretty sure he'd have some things to say about it. The same, one presumes, will end up being true of Ryan.