Idk how it works in other countries or even in all states, but in some US states affairs are literally illegal. The guilty spouse can be charged and sued for alienation of affection and depending on the judge and lawyer take the guilty spouse for all they are worth. It's also easier for the lawyers to paint Depp as a victim if his wife is portrayed as a cheating ****. Which is how a woman having a threesome while having an affair would be portrayed.
When my parents divorced the first thing the lawyers did was look for any evidence an affair happened. Both were warned by their lawyers to not even imply in text or calls that they wish they had an affair or that they ever considered having an affair, because it can change the power and leverage in the divorce trial even if no affair happened.
And if its proven that Heard cheated and Depp found out then his lawyer and Depp can probably claim any threats he made or anger he directed at her were acts of passion and or temporary insanity due to emotional trauma. Which makes Heard the instigator of the violence and not Depp.