yea, it scares me why she is saying that. I know she hasn't cheated on me, makes me wonder what else it could be.
You do not "know" that. You only think you know that. Unless you are with her every hour of ever day, there is no way you can "know" that. The vast majority of people whose spouses moved out before the actual divorce, did so to be with a 3rd person. And a large chunk of those left behind, had NO IDEA there was anyone else even in the picture, until a ways down the road.
Sounds like she's giving you a hint there is someone else.
However, be warned, that the stupidest question asked by a spouse, is "Is there someone else?" Because the answer is almost always "no of course not". (and then they proceed to hide the affair even deeper).
I have not read of even one time, when the answer was "yes", when it was unknown to the listener.