Many people cheat for a pass time and still swear up and down that they love their wife/husband/partner.
They are able to remain married/in a relationship, show affection to their partner, be intimate with them, behave completely normally and yet be having a whole separate relationship with someone else in some cases.
When caught they always claim it was 'a mistake', 'meant nothing', 'was just sex' etc when actually they saw the affair partner weekly, watched tv together, told them they loved them, cooked together, went out for dinner, went for walks, fixed things around the house and many other things they also do with you. Some of these affairs go on for years.
There are many people out there like this. Everyone wants to believe that their cheating spouse is one of the very few who just made a mistake and it was just physical but it's much more likely they are a common or garden cheat as described above.
People who are like this just genuinely don't think there is anything wrong with cheating. They are aware it's not socially acceptable which is why they hide it and lie to you when caught but they don't actually believe it's wrong deep down. They truly believe they should be allowed to have both their marriage and their girlfriend/boyfriend because that's what makes them happy and that's what they want. If you stay with someone like this they either do it again a few years later once you're 'over it' or spend the rest of their life sulking and feeling resentful if you maintain a high level of surveillance over their phone and their movements.
Feeling mentally messed up is a very common consequence of being in a relationship with someone like this.