Don't feel guilty - you had enough of your own problems to deal with.
...and anyway, even if had talked to him recently, it wouldn't have chnged anything - if he had decided he was going to kill himslef, it was a decsion he had already made that you being "closer" would not have changed.
You can feel sorry that you hadn't talked to him more recently, but please, don't feel guilty.
Things much have been much more wrong in the marriage and/or in himself than just an affair - otherwise there would be many more suicides!
(sorry - not meaning to be flippant, but you get what I mean)
The other Dad you were talking to may have been embarrassed and not really known how to react (most men are like that
- not many have gone through what you have). He may, in a cack handed way, have been trying to reassure you that he was OK, or just trying to say he was grateful for what he has got at the moment.
For example - our frined's suicide put my (early) miscarriage into perspective - as well as some of the other (family) problems that we were going through at the time. That's not to say that the pain went away - but that we knew we could get through it.