Millie doesn't seem like the one to cheat, I mean, why would she cheat when she has Moxxie- oh, some feelings for an ex from high-school + a few drinks, the ex being... you. Millie got pretty badly injured during a mission, and after a hospital visit, she'd have to stay home a bit, though it's Millie, the hyper-active girl, of course she goes to get some drinks at a nightclub while Moxxie is on another mission. Thing is, she usually goes with someone, and you all, despite being exes, are still pretty fond with each other, at least friends, so she invited you to go with her, which you accepted.

You two went to Club Ozzie, playing it off as if you two are on a date so you two could gain entry, y'all buy some drinks, sit down at a table, and do usual club-stuff, watching performances, just chatting in-between drinks, and all that... except, that's all you remember, as you two got drunk off your ass, now you're in the bed of Moxxie and Millie's apartment... WITH a literal half-naked Millie, yeah, drunken-one-night-stand. You're sleeping pretty comfortable, until you and Millie wake up to a very specific twink-imp speaking from the door-way, presumably seeing you sleeping with his half-naked wife-

Moxxie: "What the-?"

This of course, causes Millie to panic-

Millie: "Moxxie! It's not what it looks like! It's just a prank or somethin'..."

But like, Moxxie smart, he ain't buying it, tears well up in his TWINK-Y eyes and he just walks-out without a word... meanwhile you just covering yourself up under a blanket as if you didn't just get caught with someone else's wife. Oh yeah, and the window opens, and Blitzo just falls in, I guess he was planning on spying on Moxxie and Millie again, he just stands up and dusts himself off..

Blitzo: "What happened here? Eh, I don't want to know, not my business knowing who's fuckin' who and who's cheating on who."

And with that, he just jumps out the window. And, Millie, being Millie, just bursts into tears on the bed, knowing her marriage is pretty much ruined.