Sharks I honestly really feel for you, the initial shock that you must have felt was clearly matter of factly and without many details - no idea what kind of marriage you have, or how you feel, just a lot of OMG.
It's a massive shock I cannot imagine, and you only have bits and bobs of it that you are trying to put together to make sense of it.
Initially people were trying to seduce whether this was going to be a police knocking on the door type of situation and it doesn't seem that it is, although there could still be wider repercussions for him, they shouldn't be for you to have to address - it's his fuck up.
I think OP understands the seriousness of it. It is also natural to be totally questioning whether it's really that bad when it comes down to losing everything. Everyone has doubts about whether they are doing the right thing, whether it's an over reaction and it can take time to process all of that.
This comes down to now, he's destroyed the trust. Sex or no sex it's crossed a line for you that you can't change. So what do you do now? I can understand that no one wants to lose everything, based on something that might have or not have been. He's been such a fool and ruined what you thought you had.