I was in a similar situation where I fell for a psychopath who was in a longer relationship with another woman.

When we met each other (she was the one who approached me first), we weren't angry at one another but we understood that the fault was his.

I left him to her. She was too deep into his web and though I tried to help her to escape, she chose to stay.

A few years later I met my soulmate.

I hope she managed to escape, though I don't think she had the strength to.