It's a guy thing. Basically, it's a sign of respect. Most guys either won't ask a woman to dance if she's with someone, or they will ask the man for permission, first. This applies more to guys who don't know each other well.
Generally, I don't hang around my wife too much at a milonga, because it cuts down on who will ask her to dance.
Oh PUKE. It's like nothing has moved on. Not a comment on you D, as you clearly aren't like this, but whhhhhhyyyyyyy is this mentality still so common???????????????????