For various reasons:
There is ego. You were used to being adored by this person, and it turns out the this person doesn't quite think you're as special as you thought he/she thought you were.
Forceful loss of companionship. Monogamy or not, you will have most likely been with this person for a while. Him/her having cheated on you risks/gives a high chance/guarantees that the company you shared will be lost.
Betrayal of trust. Whether monogamy is natural or not, in most of society the generally accepted social agreement is that a romantic couples consists of two people (unless other agreements are made), and that all sexual/emotional interactions are between the people in said couple. When cheating is involved, that social agreement is broken.
Addiction. Loving, and being loved is addictive. This is due to a natural chemicals that are released in your body whenever you're emotionally or physically intimate with someone. (oxytocin (separated during sex (incidentally also a chemical that helps mother and child bond during labor)) and endorphines (a natural pain killer))
Cut of from ''love'' means you're cut off from these chemicals. Bond together with the above betrayal of social agreement, you'll have what they describe as ''heart break''.