Some people just plain get off on the thrill of cheating. I have a friend who is this way. He's been in an affair with the same woman for 8 years.
The strange thing is that he and his partner have an open relationship. He has admitted to me though, that he needs to have his own private goings on. He's an introspective sort, and thinks this is because he needs to feel in control, which he wouldn't have (in his mind) if his partner knew all of his goings on.
He's a smart guy, but simply has no desire to live honestly with his partner. He says he couldn't deal with the stress that would come with being poly. I tell him I couldn't deal with the stress of sneaking around!
To each their own, I suppose.