You are right (in your comment below) that "thrush" is often used in the UK to mean yeast infection in general, whereas on this side of the Atlantic we tend to use thrush to mean oral infection only. It wasn't always that way; the change in the US seems to have evolved in connection with awareness of oral yeast as a possible indicator of AIDS. (There is nothing in your situation that raises HIV/AIDS concerns.)
Whether yeast causes urethritis in men also is subject to differences of opinion on each side of the Atlantic. GUM clinics make that diagnosis more often than US STD clinics do. Most likely yeast indeed can explain some urethritis cases. However, whether it is the explanation in your case, I really cannot say. In general the UK GUM clinics are highly reliable, with expert care; all clinics are directed by professionals formally trained as GUM specialists (whereas that specialty doesn't even exist, at a formal level, in my country). That said, the possibility of yeast as the cause of your infection makes a lot of sense to me. You should raise the issue with your providers and ask whether they think it would be worthwhile treating both you and your wife simultaneously with an oral anti-yeast drug, such as fluconazole (trade name Diflucan in the US, I'm not sure of the name in the UK).
I hope this helps. Best wishes-- HHH, MD
Just noticed in another posting that you don't use the word 'thrush' to describe genital yeast infection in USA. I am, of course, referring only to genital infections above.