Maybe he is miss-understanding the word 'affair'.

Today a lot of people use 'affair' as meaning cheating.

But it used to just mean any activity, and a 'love affair' is just an event, or two people in love, with no cheating implied. Just the act of loving.

Now I wonder if 'affair' started getting used in reference to cheating because of loveless marriages, so any 'love' affair must imply cheating?