I don't think religion has anything to do with it -- there are faithfully married unbelievers and Trad Catholics who regularly cheat on their wives.
It would be genuinely shocking if Jeff Bezos didn't cheat on his wife. He is one of the richest people to ever live. Amazon has been a multi-billion dollar company for a long time. Someone with his level of money, clout and power is not going to be faithful once the dollars start rolling in. And they have been for 25 years.
It has something to do with it. External morality systems that you sign-up for are probably going to keep more people on the straight and narrow than making up your own rules.
A religion and culture that says adultery is wrong is more likely to be adhered to than one that says nothing is objectively wrong.
Bezos recently lost weight and started dressing more fashionably. I reckon it is mid-life motivated. Men get to 50-60 and pine for the buzz they got from chasing skirt in their 20s.