Lotus, I totally get what you're saying and you're completely justified in your feelings. I would be absolutely pissed if my kids were involved with a cheating ex husband and mistress and acting like this is acceptable. If they don't seem to have the right concern of you, yes, I would be pissed. BUT....I still have to realize that no one else really understands how much our broken arm or busted toe, or broken heart....of anything else.....really hurts. Not until it happens to them. People can't connect to the pain of others or they underestimate it....because it's painful to feel it. Most people want to have some kind of semblance of normalcy so they spackle. They cover up. This is their father, they want to have some kind of relationship with their genetic other half, the guy they grew up with. They probably have feelings for him you will never understand either. So I think we just have to accept that this is the way things are and try to put our own fences around it, which I think you have by not talking to them or having them talk to you about him and his situation.
I would do something else here, perhaps you already have and it didn't work, but I'd do it anyway, and sit down with the kids, individually, and talk to them in depth about the whole situation. Ask them to hear you out, even if they don't understand or disagree. Have an opportunity to tell them, without them interrupting because this is about YOU expressing your feelings, about what happened here....the kind of marriage you had or thought you had, what you know about the affair, how it started, how you found out, what happened - again, NO INTERRUPTIONS FROM THEM - this is about YOU expressing your full feelings to them - and then talking about how it makes you feel with their engagement with him. Not that you want to stop it or curtail it, but how it makes you feel. They don't understand this, maybe if you say it out loud and in detail, they'll start to understand it. My desire is not for them to cut off with him, because realistically they won't, even if I think they should, because it's their father. But this would get things off your shoulders, put it fully out in the open, have them understand in depth how you really feel, and then maybe they can be more sensitive to you and factor that into their communications or how they treat you. Mom should be treated extra special at this point because Mom has had a devastating wound that the kids have to learn to appreciate. God forbid, someday one of them might go through this - forewarned is forearmed.
Make up a timeline of the events of the affair and divorce and, make appointments for a long talk with each kid. But say what you say first without any interruptions. After you're done, then you can have a mutual discussion and an understanding. One time may not be enough either. But DO let them know what you're going through.