No, it's not wrong. Not at all. However, if a relationship will happen, you need to either pick one or see if both are okay with a polygamous relationship. It's definitely not wrong and I think it's even normal to happen. You just have to always consider the feelings of everyone involved.
Also,
>>8 "never date 2 people" UNLESS consent is given by those two people for you to date both. It can work out. There are plenty of successful polygamous relationships. Just gotta be honest and upfront about it. Don't try to secretly date both. That's a huge no-no.