What does it mean when a guy says, "I should have just cheated on you"?

Anonymous
I've always been a faithful wife to my husband but today in an argument he said "he wishes he was hiding something fro me" and "He wishes he would have just cheated on me" would this be grounds for a divorce or separation? I'm really angry and hurt. I don't know what to do?
What does it mean when a guy says, "I should have just cheated on you"?
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