If he had no other option except getting thrown out, I think I would feel quite sympathetic, but it was his pride that made him cheat. From what you've said, he could have gone to his brother for the rent, and he would never have needed to hurt you (and himself) in this way, but instead he chose to have sex with his landlord.
Someone with that much pride isn't going to let you help him, either. He needs to change on his own, and at the moment he will be feeling so low that he's just going to dig himself into a deeper hole.
Either you're willing to wait for him to sort himself out, and you can forgive him, or you need to let go, for your sake and his. He might not cheat again, but this prideful streak won't go away, and if he gets into any sort of trouble in the future, he seems like the sort of person who will try to resolve it on his own and hurt everyone around him rather than swallowing his pride and accepting some help.