What was the point...

Maybe to show that even a seemingly good, decent, incorruptible man is still flawed?

It was a way to show how different he was than the other corrupt officials. When he did compromise his integrity, it could not be used over him. When the bad guys threatened to tell his pregnant wife, he beat them to it. He didn't back down from them, didn't lie and didn't try to cover it up. The viewer sees that he owned his mistake and stayed with his wife. They could not use much else to make the point. Any work related error in judgement would contradict how morally incorruptible he is at his job. Adultery is the best way for him to give the bad guys something on him, without also making him a bad guy.

To show that Gordon liked to get a little nookie on the side?