Madonna works in that industry and probably heard from other people.
But him cheating seems plausible. I was wondering how two people who just bought a house could suddenly break up. She probably found out when she got off tour and started to spend more time with him at home. This would explain why he moved on so quickly and why he didn't take her money. No wonder she signed those divorce papers with a smile.
I'm going to assume that he did cheat on her, because he's exactly the kind of guy that would. With that said, it takes a real womanizing jerk to cheat on this: