I think the word “friend” tends to be used too loosely nowadays. I for one have friends and then I have acquaintances.
If you realized your friend was doing something dangerous - say shooting heroin into her veins – wouldn’t you try to get her to quit? Would you really be a “friend” if you simply looked the other way and decided that it was her problem and no concern of yours?
I have been approached by friends and told when my behavior was inappropriate or not in accordance with their expectations. I have always taken heed to what they say – after all IMHO this shows a clear concern for my well-being.
I too have visited friends and acquaintances to warn them of their drinking, drugging, dubious financial transactions, tax evasion... I have even talked to one when I saw where he was headed with his flirting in the office. Yes – I have lost a few acquaintances. But I have also earned a lot of friends. Sometimes months later when they have come to me to thank for the intervention.
So maybe you were the only TRUE friend this woman had and you showed that by NOT supporting her in doing wrong. Maybe you contacting the OW is what is needed for your “friend” to get her life back in line. Maybe – if she is a decent person – she will come back to you one day and thank you. Or maybe not. At least you have done what is right.