Let me begin by saying my following words are NOT DEFENDING CW or NK. I am just thinking about how everything came to this point.
After reading much of the Discovery document, I've concluded that CW acted out of weakness, fear, selfishness, and greed. To clarify, I think the decision to kill his wife and children because he was too weak and too fearful of what a divorce would entail. A weak man chooses to kill rather than face the upheaval of a divorce; he did not have the fortitude to face friends and family and his own children with his decision to leave. He would rather erase his wife and children--eliminating what he views as the obstacle to his new life and posing himself as a victim--a husband wronged by a wife who outrageously skipped town with his beloved children. With the false story of SW skipping town, others could look at him with sympathy. Had he divorced, he would have looked like the "bad guy."
Furthermore, I think he was fearful of having enough money to maintain the lifestyle he wanted with NK. I believe this also compelled him to choose murder rather than divorce. I believe he thought about the financial burdens associated with divorce--legal bills and child support payments--and he thought murder would be a way to simply do away with this and get money from their life insurance policies.
I do believe that he and NK were in the early stages of love/infatuation. I do believe that he would have dated her for a long time and perhaps even married her if he had simply divorced SW. It is so terribly sad. He and NK could have had a life together, and SW could have had the potential to find a new love of her own. And, those sweet baby girls could have grown up and had relationships of their own. The whole thing is tragic. All this sadness and loss because a man couldn't be strong and brave enough to bring a respectful, honest end to a marriage through divorce. Unreal.