Neither the MC nor his wife have to cheat in any circumstance. If someone you don't want to have sex with asks, just say no.
Honestly the developer didn't really even need to include the "No NTR" option at all. Every sex scene is optional and they are well telegraphed before you make you choices. There are only two reasons for people to complain about NTR in this game. Either they are just clicking through the options with out reading any of the text, or they got tempted and regretted their choice in their post-nut clarity.
For being a castle full of evil demons they seem to be pretty big on consent.