Noooooo!!!! Since when did his affair become a "friendship?"
Since when did "I will not share my husband with another woman" become "I'm uncomfortable"???
You just LISTEN. If he tries to say they're "just friends," then put up your hand in a "STOP" position and say "Please stop it. We both know you're lying right now, and it's incredibly disrespectful."
Period.
I hope you read this in time, before you talk to him.