Per The Big Bang Theory, Sheldon's three knock ritual comes from accidentally walking in on his father in bed with another woman, so I do believe that George will engage in an affair with Brenda because this is a fundamental part of grownup Sheldon Cooper. George is unhappy, his life isn't what he wanted, his wife and him are arguing more and more, and he is spending his time at the local bar drowning his sorrows. It is a recipe for disaster missing one ingredient - a willing partner. That is where Brenda fits in.
Yes, Mary should have stopped to ask what happened, but I don't think that