Just tell her politely you don't want to know. I'm sure you can say it in a diplomatic way that she will understand. After all, it appears she is well aware of the situation. Okay, he cried about his children. He misses them, I'm sure and Christmas brings up a lot of emotions in all of us.
Let your sister-in-law know that you would feel better if you didn't know the details of what the soon-to-be ex is doing because it helps you maintain some sense of peace about a difficult situation.