I think the hysterical bonding thing is probably very relevant.
Also, 6 weeks post-discovery = about 1 mm of the entire journey (which will go thousands of miles).
The single most important thing I can tell you from my experience is: you will not actually know how you really feel about this, and him, for at least two years. I think.
You may well at the moment be clinging to each other and think that you can live with this. At the moment, you can.
Down the line, there may come a point where it just sort of dissolves away.
Or, there will come a point when you think 'WTF???????? How can I possibly ever have considered staying with someone who did this?'
As for his depression, and the complication of his family - that's something that I guess has rumbled on forever, like a grumbling volcano. It will affect his day to day behaviour, but it shouldn't be mixed up with how you feel about his affair.
The danger here is that you will be a martyr to his problems for the next x number of years, and then you'll finally leave him, and regret all the time wasted on him.
So, if you can, try to get really tough with yourself and decide what to do.