I am not a puritan, so that's not the angle of concern for me at all.

I believe the actual larger concern here is "in case Jensen didn't want this to become public (whether it was due to the divorce potential or whatever other reason; that's not relevant), what lengths would he be willing to go to keep it under wraps?".

If it gets confirmed that Jensen simply had an affair (without a "shared/did things he wasn't supposed to share/do" component), then it is a nothingburger (for anyone except him and his family).

But until we have that confirmed, the US government is concerned about what critical info he might have shared/done to avoid being blackmailed by an agent acting on behalf of PRC.