For me, expressing my bisexual urges in real life is important. I feel more integrated and more fully my "authentic self" when I leave the realm of fantasy and enter the realm of actuality. But I am single and have organized my life in a way that allows me to express different aspects of myself without hurting other people's feelings.

As others have stated, they are content with having fantasy remain fantasy. If the fantasy becomes overwhelming, perhaps your unconscious is trying to tell you something.