What's your opinion on this situation?

My fiance and I have a normal heterosexual relationship. We each have children from previous relationship and we all live together. We are a normal family. He has this female friend who is the sister of a longtime childhood friend that passed away. They are really close and have slept together in the past. I was really nervous to meet her but after I did we became really close. We went out on a girls night and ended up with all three of us in bed together. It was great. It was like everyone understood the rules and respected each other. We`ve done this twice. Afterwards we all cuddle together in bed and fall asleep. These things only happen when the children are not home. She comes over often and we grill out, go sledding, etc.. She is great with the kids. She plays with all of them and they love when she comes to visit. We haven`t had any real problems with the situation. We often refer to her as our girlfriend. I'm just wondering if anyone else has a similar relationship. Also the only problem I have is `our girlfriend` has moved out of state, and now I miss that relationship. I often wish I had another female just to cuddle with and watch a movie together. Even though I know `our gf` can't be replaced. Any advice, opinions, etc is welcome...