Do they feel bad or guilty? The answer is yes, usually. You have to remember to you this is new but he's had some time to process the guilt and sadness. It is still possible to save the marriage even at this stage of the game so don't lose hope. Until now he's been living in fantasy land with a nice home and supportive wife and OW and there's no cure for fantasy like reality.
At this point I would suggest the After Last Resort technique. With this you will be living your life for yourself and find the real you again. There maybe some hobby or activity you used to do before you were married -- try occupying your time. But GAL also includes working on yourself. I don't know what the issues in your marriage are but working on them will put you in a better position -- BUT do it for YOU without expectations.
At the same time you want to completely detach and not call or have face to face time unless necessary. He needs to have a chance to miss you. There can be no relationship with you while he's with OM and detaching will help to shake him of that notion.
I don't know if this helps but these are the basic tenets.
H 30 (me) W 28 Married 9 yrs 2 children EA found out on 7/5/07 ILYBNILWY 8/25/07 The unexamined life is not worth living -Socrates