I don’t think that ethically, it’s cheating.
In a practical sense though, I feel like it could be corrosive to the relationship, if you’re not careful about it. This is one of the many reasons I don’t roleplay. If there is time I could be spending with my monogamous husband, I’d rather be spending it with him than in a RP session with someone. RP can be a huge time suck compared to other ways of engaging like forums, browsing SizeTwitter, stories, and even Discord.
If there was something keeping my husband and I apart, like if we worked opposite hours or lived far away from each other. The practical problems of the time suck would go away, and RP might cause way fewer problems for a monogamous relationship.