"Since we're at it, I'd like to take a mistress too, is that okay?" I was asked this by my fiancée, but what does "since we're at it" mean?

"So anyway, I overwhelmingly won the third-place match and successfully earned a bronze medal, you see!" "Oh." At a tea party with just the two of us—my fiancé Jeff and I. As usual, I give vague affirmations to Jeff's tedious bragging. How can he possibly be so proud about placing third in an in-house fencing tournament where no particularly skilled competitors even participated? I'd at least want him to come back after winning first place. Well, judging from the way he talks about it, he apparently got soundly defeated in the semifinals, so that's hardly realistic anyway. "Oh, that's right. By the way, Ellen, actually there's something kind of important I wanted to talk about..." "...!" I instinctively tensed up. Whenever Jeff says something like this, it's always something troublesome. When he previously squandered money at a casino and ended up with a huge debt, it caused a major uproar involving both families. "...What?" "Well, you see, I was thinking that since we have the chance, I'd also like to take a mistress. Would that be alright?" "...............What?"