Just some information from HERE. Though it is from 1991, there is still validity in its findings, imo:

Extramarital relations and perceptions of HIV/AIDS in Nigeria*
Uche C. Isiugo-Abanihe
Department of Sociology, University of Ibadan, Ibadan, Nigeria

The incidence of extramarital relations varies widely with religion, with Roman Catholics, Muslims, and members of indigenous religions being more likely to be unfaithful, and Protestants and Pentecostals being less likely. People with less education are somewhat more prone to having extramarital relations, but the results are not very firm, especially with respect to the most recent extramarital episode.

Among men, in contrast, Catholics are about 79 per cent more likely
than Muslims to have had an extramarital affair in the previous week, while members of the indigenous religions are about 49 per cent more likely. It is clear from these results that many Christians, especially Catholics, fail to follow the teachings of their religion regarding marital fidelity.