Well, I could give you the standard evolutionary psychology answer here, about how women have a limited number of eggs and are capable of producing fewer offspring and men have a huge amount of sperm and produce offspring with relative ease (i.e, they don't get pregnant ) and can produce many so it is more to their advantage to have multiple female partners etc. etc. etc., but I don't think ev psych does a better job of explaining human behavior than any other system of thought out there (and I am not a hard-core Darwinist anyway), so that's not the answer I'm going with.
Actually, I really can't give you an answer at all, because I can't really understand why, beyond humans being imperfect beings, anyone cheats. Maybe it's just my poor theory of mind, I don't know, but I can't understand why people would invest months, years, decades into a relationship and then just throw it all away because they "got bored" or whatever. Or why people can't just be honest and up front about their relationship and any problems they have with it instead of letting their frustration and resentment build up until they start taking it out on their partners and cheating on them.