JandKinBoise, If as you posit and it is a mutual way that they deal with some issue and she is blind to his "cheating" by her choice, and it is an accommodation to help an otherwise good relationship function , then Yes I would mind my own business.
If , however he is a cheat and therefore a liar I would steer a wide path around him. I steer the same clearance around anyone who I now lies in any area. A butcher who underweighs, a car dealer who knowingly sells defective cars, a contractor who promises the moon with a track record of not delivering each will lie and cheat in other area as well and I want no part of it.
If I have a reason to distrust someone or their partner, then playing is off the table. I know that does not totally eliminate risk. I can always be fooled by a really good story, but that is life. Knowingly stepping into it is , for me, just plain out of the question.