Let me make sure I have this right. Your wife will have sex with you, but you are bored and you've thought about cheating?
You said that you've been trying to get her to "open up" sexually and she "refuses." Does she have sex? Enjoy it? Do you want her to talk about it more? Do you want to know what she wants or do you want her to talk more about what you want--like the anal sex you mentioned? You said that she won't let you know what turns her on, and maybe that is because she doesn't know. Also, she may not have any fantasies; some people don't. Some people are kind of disconnected from their bodies. She could learn to pay attention if she wanted to, but then I guess it could also be inhibition. She might feel shame or something like that. Do you think so? That might explain why she doesn't want to try new things.
Are you sure you're not pressuring her to do things she doesn't want to do? A lot of women don't want anal sex and I think you'd get further with your wife if you would explore things that she is more likely to enjoy. If you are not sure what those things are, do some research. I mean a good sex book, not porn sites. Your wife has the right to say no to anal sex without trying it. I think you should quit asking--but that is my opinion. Maybe someone else here will have something else to say about it. Your comment about her making "an informed decision" is meaningless here. She does not have to be informed or experienced; her decision is enough.
I understand your boredom, but you are saying that her being "closed minded" might ruin your marriage. What about cheating? That means your marriage is over, in my opinion, because you two should be working on it now if you're considering cheating.
Have you been to counseling to work on any potential underlying issues that could be contributing to the problem? Do you think she really enjoys sex with you? Maybe she puts up with the basics, but any "new" things or fantasies would be pushing it. Do you spend time making sure she enjoys herself--orgasms and all?
You asked for help understanding. I am trying to explain my thoughts and I'm not sure if it's going to help or not. The one thing I would say for sure is to quit asking her to talk about fantasies and things like that. It must be either scaring her or turning her off. You'd have more luck working on being the best lover you can be and then she may get more adventurous herself. Actually, even more important than that is to be the best husband you can be--attentive, loving, etc. Does she feel loved and appreciated? I'm not trying to say this is all your fault, just giving you some things to think about. After all, you have no control over your wife's thinking. Good luck.