I agree that this is excellent advice. It's what you need to keep in mind.
The wedding is one day. The marriage is supposed to be for the rest of your life.
Is this really the marriage you want? The one where he had sex with someone else a few weeks before making that commitment to you?
It's not the marriage I'd want.
The problem you have is that, with the wedding being so close, you feel like you don't have the time to process it but your gut reaction was that it's over. That is the reality.
Marriage doesn't actually change anything or anyone in the sense that neither of you become different people after the wedding. If this is who he is and what he will do then this this is who he is and what he will do.
If you go through with it, it will be in the back of your mind through the ceremony, during the vows and you are likely to wake up the following morning with a huge amount of buyers remorse and it'll be so much harder.
Don't think about the wedding. Think about the rest of your life.
If someone I knew cancelled a wedding at short notice for this reason, I'd be sad for them but so relieved for them that they weren't going through with it for the sake of appearances or the money involved