I find it strange that your H leaves you, and then tells his M that he thinks you're lonely???
Just tell her you've been very busy living your life! You'll catch up with her when you get a chance. When/if you do talk to her, make sure to keep it light with no H or R talk. Don't give her specifics of what you've been doing, and do not give her the impression that you're lonely. DBing is not just for our spouses!
Just keep in mind that everything you say will get back to your H.