Tell her or keep it to myself.. I caught her husband cheating

Me and my husband were at a nice restaurant, we got up to leave as we were walking out we saw one of my husbands friends sitting at a table with a women then they kissed and it was very clear this was a romantic date for them.

The thing is he is married with children and a baby on the way and I ive become friends with his wife since I hang out with her when my husband is hanging out with his friend. My husband was shocked to but said it’s none of our business and don’t say anything to the wife.

We actually are going over to there house next week for their baby shower. I feel guilty keeping this information secret when I consider myself friends with the wife but I don’t want to ruin my husbands friendship with the cheating husband he has known him since they were kids.

My husband thinks I should just stay out of it, it is none of our business. What would you do?