This will be particularly evident if the GPUs to China aspect turns out to be true in addition to the affair. It's not really a surprise that someone who might view themselves above the vows they took to their life partner might also view themselves above their other legal and moral obligations. (Like, in this case, following export laws.)
Beyond all that, it's also not unreasonable to expect our leaders to lead by example. The affair with the spy was setting a bad example. The affair with a subordinate was setting a bad example. You're right that a part of that's about sex, but it's equally much about personal judgement, risk exposure, what it means to lead, and the organization you aim to create. So I wouldn't be so quick to diminish it as being solely about "other peoples sex life".
(Yes, I get that I don't know if they had an open marriage or similar. Even if they did, there's still a lot of this that's reprehensible. And we don't know they did.)
This man lied to the entire US economy and cheated multiple times. Stop excusing his conduct.
These people have homes in places not only where prostitution is legal but much worse - and are rarely with their "family".