So my question is: Was the female employee also fired? If not, why not?
This is absolutely not the case. The dynamic surrounding someone who is sleeping with the CEO will be similar to the dynamic surrounding the CEO's brother. They get what they want, even if they want something dumb that isn't in the company's best interest, with little to no push-back because nobody wants to be on the CEO's bad side.
And seriously, name one possible motivation other than extortion for starting a relationship with a married executive.
And for the married executive, name one possible motivation other than sexual interest for a relationship with a subordinate.