Yes, I think a "Thank you for sharing your feelings and opinions on this very difficult subject" note would be appropriate. And "thank you for supporting our marriage."
I don't think there's any need to distance from anything -- this is obviously what this person felt. why, what did they say??
Now, if your HUSBAND brings it up, I'd say something like "Look, I can't control how other people are going to respond to this, and neither can you. It's a natural consequence of your decision to have an affair, and I've decided that I'm no longer willing to lie for you to cover it up."
