There is nothing wrong with a married man having single females as friends, but I find it very odd when a single woman claims a certain married man is her BFF, and that they are 'soulmates;' and yet she doesn't know his wife. 
And in some cases, she seems to revel in the fact that his wife is quite insecure about the friendship she has with this man, and is needy and clingy. She seems to think of herself as an irresistible 'siren' who could have this man if she wanted, and she paints the wife as a petty, needy little woman who is trying to stop her man having female friends.
My husband works at a place with 15 women and 3 men, and he has 5 or 6 female friends there. Some days, he spends half an hour after work chatting to them, and having a coffee too. Half of them are married and half are single/divorced. I have all of these woman on my facebook friends list, and they chat to me on there, and regularly 'like' my photos and posts. I am also invited to works parties.
One lady who is a single mum of 3, and originally from Sierra Leone, calls me her Sovereign Sister, and always buys me and DH little gifts when she travels to Africa and the Middle East. Me and DH buy pressies for her kids too, for Christmas........
THIS is what a married man's female friends should be like; friends of the wife's too. I think it's a bit weird and sinister if a married man has a close female friend who he socialises with, and the wife has never even met her. I mean, WHY? 
Not saying YOU are like one of these women @enniroc; (someone who has married male friends and claims they are BFF's but does not know his wife,) but some single women with married male friends are........
And as @demirose says.......
But how many of us women would be comfortable with our husbands/ partner going round to see a female friend for a cosy evening in/ an intimate supper together? Not many, I suspect. And it works the other way too.
Of COURSE most married women are not going to be happy with their husband cosying up to a single female friend of his for a quiet movie night in and a bottle of wine (without her there!) And ditto, no MAN is going to be happy with his wife doing the same with a male single friend.
Anyone who says they are OK with it, is lying.