Assuming Mulder isn't just pulling our leg, of course, here's my guess:
The punter who's been found out is a friend of Mulder's. A close enough friend that the wifey is a confidant too. Wifey finds the browser open to one of Goose's graphic reviews (I'm embellishing here
) and wifey in shock tells Mulder first, partly because she's unsure of her next move, and partly because she thinks Mulder might flinch and reveal something. Mulder stays mum, HOWEVER, Mulder's pal doesn't know that Mulder is a punter, hence Mulder's inability to give him a heads up without revealing his own familiarity with Sex141.
Alternatively, the same scenario, BUT the Wifey is actually the friend of Mulder, hence her willingness to confide in him. Mulder stays true to "Bros before Hos" and says nothing, however still can't reveal his punting familiarity to our Bro and Under-Surveillance-Hubby.
I have a third theory, but it involves two monkeys, a dog and the Communist Party so it's too long to post here.