Part of what security clearance checks do is attempt to determine if there is anything regarding your personal life that makes you at high risk for blackmail, because having such vunerabilities is dangerous for national security. This is part of why they check on whether you have significant debts, whether you are a heavy gambler, if you deal with any questionable people, etc.
As CIA Director, he's at pretty much the highest clearance level you're going to see and is at one of the most sensitive positions in the government. The potential for someone to blackmail him with information...either threatening to go public or to his wife...if they knew about it is there. Even more than that, if it came out from someone OTHER than him then it opens up the potential for the PERCEPTION being that someone could've used such for blackmail...and in a situation like his, even the perception of that possibility is damaging.
The General has been nothing if not a servant to this country. It would not shock me in the least if, rather than taking the chance that such problems could come from it being "discovered", he decided to simply make it public himself and walk away.
I have far more respect for everything I've heard of the man through the media, politicians, and those that served to believe that he's using one apparent horrible act of judgement to purposefully lie and cover up or protect people regarding a situation resulting in the life of marines. I believe the man has far more character than that.