One of the reasons this behavior is problematic in general is the potential for blackmail. It's not even really a statement about morality, just an acknowledgement that somebody who wants to keep things hidden is going to be beholden to the people who know the secrets.
"It's not the crime, it's the coverup."
Jensen went to many high profile parties with this woman. I don't see where he's trying to even hide it. Even the kiss was made out in public, not like a hotel room.
Also, an affair is only blackmail material in a society of prudes. I recall the story about a president who was confronted with condemning photos of his activities by CIA agents, and he pretty much encouraged the agents to publish the photos.