WIBTA for confronting my roommate about her affair that I’m not supposed to know about?

My roommate, Ally (25F), is and has been “dating” her married coworker Jessie (39F), for at least 6 months. Jessie has been with her husband (41M) for 6 years and the two have a 4 year old daughter together. Ally and I (23F) live with 1 other girl, Kayla (26F), who has been friends with Ally since they were kids.

Prior to moving in together, Ally told Kayla that she was seeing someone - her married coworker. Kayla’s always been terrible with keeping secrets so she immediately told me. At first, it just seemed like gossip but I realized the severity of it all. And I realized it could potentially affect me, as I don’t want to be involved in any lies. I asked Kayla if Ally would ever talk about it with me, and she told me that I had to pretend to not know.

We’ve all been living together for about 3 months now and I can count on one hand the amount of time I’ve actually seen Ally at our house. (I hear our front door open around 10pm and again around 4am almost every day, since she sneaks off to see Jessie during the night.) She will agree to plans with us, but cancel last minute because of “work things”, which Kayla and I know is code for seeing her girlfriend. I’ve asked Ally why she doesn’t come home anymore and if I’ve done something to upset her, but she always has an excuse and says that something came up but she’s fine. I told Kayla that I’m worried about Ally and asked her (Kayla) if she’d talk to her since I’m not supposed to know anything.

So, one day we managed to get her to come home and we went out for dinner. Before we left, I ran back into the house to give them time to talk while I pretended to look for something. I found out later that their conversation did not go well. Even when it was just the two of them, Ally didn’t open up. I understand why she doesn’t want to talk about it around me, but it doesn’t make sense why she won’t talk to Kayla.

Kayla is worried that if she continues to push Ally, she will shut her out completely, and the little that we do know about her whereabouts and relationship will be gone. I don’t have a strong relationship with Ally, so I’m not worried about keeping or breaking it. If I could have my way, I’d tell the husband or she’d end the relationship and come home, but I don’t think that will happen. At the very least, I want to know that she’s not putting us in danger and is being safe herself. I want to talk to her about it, but I know if I do, I could end the friendship between her and Kayla since I’m not supposed to know this is happening. I’m also worried she will completely pull away and never open up to either one of us again. I feel selfish wanting to talk to her about this, because truly, it doesn’t concern me. But with the way she’s hiding everything, I can’t help but worry about every little thing. I don’t know what to do.

(side info) The husband knows Ally. He thinks she is just best friends with his wife and will even have Ally over for dinner and have her watch their daughter sometimes. He also was in the military and is known to have bursts of anger (due to his PTSD) when overly stressed. I’m worried about Ally’s safety if she’s caught but also about mine and Kayla’s. I don’t know how much he knows about her living situation but I worry he may find out and come to our house looking for her.

• I know she doesn’t want to tell us because she’s worried about being judged or us wanting her to end it. But she’s made countless excuses to justify why she’s in this relationship so at this point I can’t tell if she knows it’s wrong or not. Blinded by love I guess.