"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)
I said something to the affect that when he engaged in this that people were going to be hurt. That he knew what he was getting himself into. I also told her to not let him make her feel guilty for her choices to stay with her family.
