STB, I have enjoyed reading your accounts of this adventure you and Sue are on. I can also understand the many doubts, excitements, and insecurities you have brought forth during these months. Concerning the overnight thing, it would seem that maybe Sue just views the overnight thing as something she is trading the every Thursday for. She doesn't appear to be viewing it as an extra or next level event. This has especially seemed to be her view since finding out the Thursdays were ending.
I do understand your feelings as well. It does seem to be another level event in her not coming home like she always has. Something that has struck me is that originally the idea of an overnight was something Brad brought up to her. Sue mentioned it to you more along the lines of something she was feeling you out on as something that would please Brad. It now seems to have become something she wants as well,,,for them. This has become an issue that, from the outside looking in, places them on one side and you alone on the other. Not a good place for you. As has been pointed out by other posters, you either come across as the bad guy for not being in favor of it, or by giving in, you send Brad the message that there truly are ********* and you will give in anytime he wants to push. He merely has to convince Sue of whatever he wants, then she works on you to make it happen.
So far nothing I have read has given me the idea that you want to be reduced to second tier status. It seems to have started out as wanting to share your wife with another man, not slowly allow another man to take her away. There is a difference. Any outside relationship needs limits. There is plenty of room for personal growth while still staying inside the boundaries. As both you and Sue have already by the admitted improvement in your sex life at home and the personal discovery it has led to in each of you.
It is very apparent that Sue has developed strong emotional feelings for Brad. There will be fallout from this. When it ends, and it will end, she will grieve the loss. The further things go now, the deeper she will grieve. Brad's feelings, while not completely known, appear to be as strong toward Sue. Despite his wife returning to normal and wanting more sex from him, he wants to change the dynamic with Sue to keep sleeping with them both. This suggests his feelings won't allow him to simply walk away. I see fallout for your marriage if some boundaries aren't established.