No. People have fantasies all the time. As long as your emotionally and physically committed to one another, your fine.
Also, it's incorrect to say all dreams are sexual outlets. Dreams encompass many aspects of life. Desires, problems, fears, and etc. Theories exist that the mind is working out problems it wishes to solve when we dream. And other theories, believe that sometimes it reflects the state of our health.
Well, that's my two cents.