I suspect the reason is because they don't want get divorced or leave. Cheaters are not looking to replace one relationship with another.
The primary goal of any cheater is to hold onto all that is "good" in their primary relationship while addressing their other "needs" whatever they may be on the "side".
Hypothetically lets say an unhappily married man with two children has a wife who has little or no interest in sex. They've talked about it and tried various other things but in the end it comes down to her rarely being in the mood.
From his point of view he has three options.
1. Run down to the courthouse to file for divorce, moving out of his home into an apartment, paying child support, possible alimony, and becoming a weekend dad, in addition dividing up friends and family.
2. "I made my bed and will sleep in it. No more sex for life!"
3. He could find a woman to have sex with on the side. (A very popular choice) especially when compared with the first two options.
Not long ago there was a question posed on HP
"Is sexual incompatibility enough of a reason to end a marriage?"
Over 90% of answers said "no". This is exactly how cheaters feel! However I suspect if the question had been worded this way:
"Would you rather your mate leave you or cheat on you?"
My guess is most people would say they'd rather he/she left them!
Essentially it's the same question asked from a different point of view.
Monogamy is not a DNA code and cheating is a cowardly (selfish) choice. People who cheat are looking for a way to (have it all).
No one gets it all! However cheaters never believe they will be caught.