Here's my theory:
I think Johnny Depp's trial increased the attention Nick got from women. Those women found a strong personality and started sending him inappropriate things online. To fix (or spice up) the marriage, he and his wife go to Hedonism 2. Going to Hedonism 2 unlocked an exhibition kink with Nick. I honestly don't think that he or his wife have cheated on each other (yet).
Getting locals chat to show their ass (ass Wednesday), Kayla showing her ass, and explicitly describing sexual acts between them is part of the exhibition kink. Based on his interaction with a few people, I think that he brings others to watch when he goes elsewhere but never participate with them. Hence he can claim he's just exploring sexuality with his wife.
If this theory is correct, I bet Nick gets MeTooed in the next couple of years. Some woman who willingly participated in watching them, will, in the future, claim that she was pressured by his status and "power".