Catherine's supposed to have managed it, but Russia is special. It's hard to tell for sure without a paternity test, though she was clearly doing things that lead to extramarital offspring during her marriage.
She also had one more advantage most other royal wives didn't, though it was one that was by no means a guarantee: her fate during her marriage (except for the last six months of same) depended on her husband only secundarily. Mainly, it depended on Elizaveta as the Czarina. And Elizaveta had the problem that the future of the House of Romanov depended on (P)Russian Pete and Catherine producing children, or otherwise locked up Ivan IV. and his elsewhere locked up siblings might have a chance again. Since for the first seven years of the Peter/Catherine marriage there were no children (and likely no sex, or not very much of it), Catherine was downright encouraged to take her first lover (Saltykow, the possible father of Paul); Elizaveta seems to have decided to hell with the Romanov bloodline, even a nominal grandnephew she could raise was better than Ivan & siblings. Of course, she also could have decided that it was Catherine's fault and what Peter needed was a new wife to produce heirs with, but: Peter didn't have illegitimate children (that I know of). Catherine, otoh, once she started to take lovers, had no problem getting repeatedly pregnant. So it must have been pretty clear to Elizaveta where the problem lay, and replacing Catherine as Peter's wife would not solve anything from her perspective.
(Once Elizaveta was dead, Catherine's fate really did depend entirely on Peter until she accomplished her coup, and whether Peter would or would not have gotten rid of her if she hadn't done that has been debated ever since. Not least since her defenders were invested in presenting it as a very real danger. Which, given the precedent of Peter the Great ridding himself of his unloved first wife by putting her into a nunnery without bothering to get her consent, I can see, but of course it's still debatable since we know who ended up locking up whom.)
One and a half generations later, you have Lady Melbourne, mother of William Lamb the future Lord Melbourne who was Victoria's first PM in his old age and the husband of scandalous Lady Caroline Lamb in his youth. Lady Melbourne was one of the most famous Georgian society ladies and salon hostesses, and famously declared that all you owed your husband was exactly one male heir who was undoubtedly his. After that, you were free to do as you pleased as long as you did it with tact and discretion. (Since William was a younger son who only inherited the title due to his older brothers' deaths, no, he was not the son of Lord Melbourne, and he as well as the rest of the family knew it.) Given that aristocratic marriages were mainly (with a very few exceptions) political and business alliances, fair enough. But as Mildred said: it really depended on the husbands. If they decided not to go along with this, or have the open marriage only open in one direction (i.e. theirs), with their wives punished for adultery, that was utterly in their power, and some did. If they wanted to abuse their wives, they could. Let me remind you of Madame de Graffigny again, same generation and social class as Émilie, who got an abusive jerk who beat her instead of a supportive "live and let live" Marquis, and the only thing she was able to do was to beg her father (i.e. another man, and one outranking her husband) for help.
Re: Saxon envoys and Russian threesomes
She also had one more advantage most other royal wives didn't, though it was one that was by no means a guarantee: her fate during her marriage (except for the last six months of same) depended on her husband only secundarily. Mainly, it depended on Elizaveta as the Czarina. And Elizaveta had the problem that the future of the House of Romanov depended on (P)Russian Pete and Catherine producing children, or otherwise locked up Ivan IV. and his elsewhere locked up siblings might have a chance again. Since for the first seven years of the Peter/Catherine marriage there were no children (and likely no sex, or not very much of it), Catherine was downright encouraged to take her first lover (Saltykow, the possible father of Paul); Elizaveta seems to have decided to hell with the Romanov bloodline, even a nominal grandnephew she could raise was better than Ivan & siblings. Of course, she also could have decided that it was Catherine's fault and what Peter needed was a new wife to produce heirs with, but: Peter didn't have illegitimate children (that I know of). Catherine, otoh, once she started to take lovers, had no problem getting repeatedly pregnant. So it must have been pretty clear to Elizaveta where the problem lay, and replacing Catherine as Peter's wife would not solve anything from her perspective.
(Once Elizaveta was dead, Catherine's fate really did depend entirely on Peter until she accomplished her coup, and whether Peter would or would not have gotten rid of her if she hadn't done that has been debated ever since. Not least since her defenders were invested in presenting it as a very real danger. Which, given the precedent of Peter the Great ridding himself of his unloved first wife by putting her into a nunnery without bothering to get her consent, I can see, but of course it's still debatable since we know who ended up locking up whom.)
One and a half generations later, you have Lady Melbourne, mother of William Lamb the future Lord Melbourne who was Victoria's first PM in his old age and the husband of scandalous Lady Caroline Lamb in his youth. Lady Melbourne was one of the most famous Georgian society ladies and salon hostesses, and famously declared that all you owed your husband was exactly one male heir who was undoubtedly his. After that, you were free to do as you pleased as long as you did it with tact and discretion. (Since William was a younger son who only inherited the title due to his older brothers' deaths, no, he was not the son of Lord Melbourne, and he as well as the rest of the family knew it.) Given that aristocratic marriages were mainly (with a very few exceptions) political and business alliances, fair enough. But as Mildred said: it really depended on the husbands. If they decided not to go along with this, or have the open marriage only open in one direction (i.e. theirs), with their wives punished for adultery, that was utterly in their power, and some did. If they wanted to abuse their wives, they could. Let me remind you of Madame de Graffigny again, same generation and social class as Émilie, who got an abusive jerk who beat her instead of a supportive "live and let live" Marquis, and the only thing she was able to do was to beg her father (i.e. another man, and one outranking her husband) for help.