Wedding pressure is real. I had something similar happen when I got married. He didn’t cheat but right before the wedding he confessed a lie that changed things about our relationship. His mother insisted he come clean.
I, too, was overwhelmed and stunned. I needed time to process and figure out what I wanted to do. The imminent wedding didn’t allow that. And I couldn’t stop thinking about the money lost if I called it off. Money that mostly came from my parents. So I went through with it.
Our marriage was rough.
A few years in, he did have an affair. When I found out, I took a week and went on vacation with my dad to Sun 'n Fun, an annual air show in Florida. I took that time to process and figure out what I wanted to do. That time before dealing with the fallout was invaluable.
I hate weddings now, in a sense. If I had it to do over again, I would have gotten married quietly by a Justice of the Peace and not had a wedding. At least not then. You can always have a wedding. It might even mean more a few years in.