How do you deal with your dad announcing that he has another woman???

Your kids behave as they should - they refused to join your H. Be glad that they are old enough to express their feelings and thoughts. My wife has taken the kids (who aren't 10 yet) and is currently living with OM, this is far worse. Detach, focus on your own life and your kids. Your H will need a lot of time until he'll come to his senses.