well, I think the one who did something wrong was her, I mean she's the one engaged, not you, so it's not really YOUR problem.
if my bf was cheating on me with someone, depending on the situation, it it's only sex I could care less, but if there's a romantic relationship with someone else, it's bye-bye.
I've done it a few times, some of them I didn't know the other person was engaged/married/whatever, but other times I did know, but I don't think my job as a person is to watch for morals of others. (I've never had a romantic relationship with someone who has a partner though)
It wasn't a relationship, it was a fuck. It was us talking, her wanting to cuddle. Next time it was talk cuddle, kiss and BAM sex started (and lasted for like, EVER (1h 46-48m) )
Depending on how awkward it may be, It may or may not happen again.
After a nap and a shower I don't really feel guilty or any different. It is likely not to change round her, but its gonna be a tough act when ever he's around for his week every 6months...