You can't necessarily avoid such subjects completely when talking to friends. I suppose you might consider how you'd address it if your friend was a female having an affair with a married man. You might consider, for instance, that he was doing nothing wrong; it's the woman who's being unfaithful. Personally, I wouldn't raise the subject myself; if he does so, then you can just say 'no comment' if you'd rather not go into it. Or you can tell him what you think. You're the one in the best position to know if he'll humbly take your advice, or tell you to take a hike, or just shrug it off.