The thing is, it's not really cheating in the traditional sense. As Kiritsugu says in the first scene in the first episode, he will eventually be the cause of Iri's death. His affair with Maiya is a sort of self harm he imposes upon himself to punish himself for this, and to steel his heart for what's to come. You could definitely argue that it's far from healthy behaviour, but the intent is to hurt himself, not Iri.