Is it unethical to go out with someone that wants out of their marriage? A divorce is costly, takes a lot of time, and the relationship is usually dead long before the papers are finalized.

If there's trickery involved, then sure. But it's not quite so clear-cut. Where it gets murky is if you don't have a job, you're stuck -- it's very difficult to leave your marriage without at least attempting to find someone else before a divorce. But the alternative is to be a slave to your partner's whims, if the marriage is sufficiently toxic and unsalvageable.