I think if it were me, I wouldn't go with W. I would have invited another relative to join me, or a friend. You're not the one having an affair. You shouldn't be expected to spend a day at an amusement park with a cheating spouse who continues to cheat on you openly. No one would expect that from you. And your W really has no right to ever expect that from you while she continues on with her behavior.
Your girls are little enough that they wouldn't be that heartbroken if you were to have invited someone else to go with all of you. Or if you had just gone with them yourself and you alone.
I think you're right, you are doing this because you're thinking this is going to be the next step to making things better. Which is exactly opposite of where your mind should be. That may put you in a bad situation because you're expecting too much. Maybe you're trying not to, but I think deep down you are expecting something wonderful to come out of it.
Me: 32 H: 32 M 9 yrs #1 D7 #2 S5 #3 D2 Bomb 8/12/11 H moved out 8/14/11 PA started w/H & OW in 1/12 - found out 3/24/12 Got my own place 8/25/12 H & OW move in together 9/15/12 Still married.