Ouch! That, however is not what everybody would want. If the affairs were keeping all four of you in pretty well-balanced, safe, and respectful pods (except for the cheating label) then anyone leaving or joining the group will cause disruption on its own. (Group Behavior 101, principle.)

No need to be the messenger — those two can face their iwn music. Anyone in your position can go ahead and focus on self-care — and that probably does not include lining up at someone elses shoot the messenger booth at the county ah… fair.