Ugh, I dunno. I'd always read where they're supposed to be able to talk to you about anything OTHER than "I miss OM!"
I think it's ok (necessary, in fact) for her to tell you about the CONTACT. And you handled it well. I just think she shouldn't be telling you she MISSES him, which this comes damned close to approaching.
One way I've seen it handled (Hope4Us has been really good with this) is to use it as an opportunity to talk about the consequences/dynamics/etc. of infidelity; validating, without enabling. So maybe something like:
"I hate to see you hurting, and I understand you feel partially responsible for his pain. This (notice I didn't say "but") is a consequence of him deciding to have an affair with a married woman, and he's just going to have to work thru it with his family" (or whatever)
