I think you are both angry.
You justifiably so with him having an affair, and he (this is how he thinks) for supposedly supporting him, ie doing the pick me dance and then when 'winning' deciding to then punish him for his actions.
I don't blame you, you fought to get her away from him and to get him back in line with you untill you were able to find a state of equalibrium and then think about his consequences.
Now you see the paradox in remaining in the marriage.
Financially worse off if you leave but staying will see you facing hurt everyday. These memories are hard if not impossible to wipe away.
The finances are important so it depends how strong you are, to stuff this disloyalty down your throat for the sake of the family unit.
What I will say is if you stay, change your outlook, you need not be a doting wife, the contract and rules have changed, you no longer have a duty of care towards him or a reason to be faithful, unless you still wish to have sex with him, then for his sexual health he needs to be aware.
Have sex with others but be safe and careful, live like housemates, choose single men, if possible open up the relationship and tell him, just as he did but with truth.
If you can't stomach this behaviour, then leave because he's a cheat and cheaters don't ever change. Do you think he has learnt his lesson ? No, in fact they usually become worse as you age.
Good luck, I'm affraid it's a no win for you in this situation, don't you hate them for that, in fact you will probably hate him forever more.
It's a horrible choice.
One women face every day, and the answer is money equates to freedom.