I think this is true of many secret affairs. The two involved are living in a fantasy world, untouched by everyday concerns or the impact of their relationship on others whom they also care about. And once pulled out into the light of day, with those realities added in, many of those relationships formed through secret affairs don't survive.
It seems SM knew that because - even though they talked of being soulmates and meant for each other as husband and wife when meeting for their fantasy relationship - when SM talked about leaving BM and moving on, she was talking about doing it on her own, without JL. She was separating reality from fantasy.
I think they were both deriving affirmation, the joy of being desired and admired, and the sense of what their life might have been like had they made different choices out of their affair. So it was likely something they both needed and they chose that means to get it while hoping that they wouldn't bear the cost to other relationships that would be jeopardized by discovery.
IMO, SM likely would have forgiven JL for not coming forward - her murder was BM's doing, not JL's, and she likely would not have wanted JL to bear the cost to his other relationships and for her reputation to bear the cost to her other relationships they both had so carefully avoided before the murder.
Nevertheless, once a crime had been committed it was not just about what JL wanted or what SM would have wanted.
JL should have come forward to LE once SM disappeared. He had relevant information - the affair as motive for BM to kill SM. He should have come forward because BM murdered SM and concealed that fact and those acts in response to SM's behavior reveal him to be a dangerous man who needs to be tried and imprisoned because SM had a right to her life and BM violated that and concealed that fact. That made him an unacceptably dangerous man toward SM and makes him an unacceptably dangerous man where all others at potential future risk are concerned.
JMO.