Speaking as someone who has been cheated on (just to give my perspective) the fact that I found out on my own made things that much worse. While it would have hurt like hell for my FWH to tell me what he did (no doubt about that) I would have felt like I had something to grasp on to as far as the fact that he had the balls to tell me the truth.
I know there are people who think what people don't know can't hurt them...but it can. Everyone has the right in their marriage to make informed decisions, by not being forthright about what you did (and this goes for him as well) you allow your spouse to live a lie....even if it is a lie of omission. I participate on another BB (which I cannot post here because they consider that advertising). That BB has both sides, people who have cheated and who were betrayed, the spouses who do not want to know the truth are in a very, very small minority. Most of them subscribe to the school of thought that they would want to know...so they could make their own informed choices about how to proceed with their lives.
If (as you suspect) your H has also cheated, this may be an opportunity for the two of you to get EVERYTHING out on the table in order to try to have a fresh start and really work the through the issues...because personally, I don't think you are truly working through issues with a therapist unless you get all that nasty laundry washed while you are with them.
