Cheating is another word for Betrayal.
Most people want to know if they are being betrayed.
The six main ingredients of any happy relationship are
Trust, Honesty, Loyalty, Love & Devotion, Intimacy, and Emotional Security.
If you remove any one of those the relationship is doomed.
The only woman who would not want to know if her man is cheating is one who does not want to face reality.
As long as she doesn't "know for sure" or her husband is discrete then she is able to "pretend" it's not happening.
She may be staying for financial reasons, family, or has low self esteem. Whatever her reason is she will be forced to make a decision once everything comes out in the open. Does she walk away to save face? If she stays what will her family and friends think of her? ...etc
Some people would rather not have to make a difficult decision.