Absolutely, some people simply don't know what to do, have gotten themselves in over their head and gone down a road that they truly didn't intend to go and can't understand why they just can't say "no more".
Getting caught by someone is their only way out because they don't have the mental strength to do so themselves.
My wife did end her affair, but was fearful of getting caught before she could end it, or because she ended it.
She said that she couldn't figure out how to stop it after she got started. In counseling she was able to figure that out.