I haven't seen anyone mention this yet: CW was stunted mentally. This affair is more like a first love, not an affair in your 30s. CW never had this experience before, but it's so important in human development: That first soul-crushing all encompassing obsessive first love. We, as adults, know how this inevitably ends: Heartbreak and disaster. But CW did not know this. He thought in his head he and NK were gonna live happily ever after.
But we know what would have happened, if he hadn't murdered his family; he gets a divorce and dates NK, a ton of drama and eventual break up, and maybe CW would have killed NK, if she didn't go along with his weird fantasy for them.
CWs main concern is what others think of him. He's very worried about his image. He was so worried that Shanann and his children would think less of him for having an affair, he thought it would be better to kill them than come clean. He is so naive and young. If he only would have thought of the reality of his relationship with NK, realized it would be an ultimately futile thing. That he would regret. If he only would have been more mature, to know everyone has financial struggles sometimes, and they aren't the end of the world.
If he only would have thought of others at least sometimes, instead of needing to have fawning women around him at all times, constantly telling him how amazing he is, and if they dare say anything critical, even his children, well, he'll show them.