Two guys are playing a round of golf behind two women,

Two guys are playing a round of golf behind two women,

the women are playing really slow, so they decided to ask if they can play through. The first guy approaches the women, gets halfway then turns around and hurries back to his friend.
He says “I can’t approach them, one is my wife and the other is my mistress. You go instead.”
The other guy goes and also turns back halfway, and says to his friend “small world, isn’t it?”