Hi,
I have male and female friends. Almost all are married. There is a boundary with married's of the opposite sex.
If this married man is confiding to you, you might need to rethink what you are doing in this situation. He has a wife to confide in. Married women (and longterm girlfriends) do not like their partners getting emotionally intimate with other women. It leads to confusing situations. My exbf got himself into a similar situation with the OW.
I write this as your friend and looking out for YOUR best interest. That is a slippery slope so, I would keep my distance. He says that he is lonely. He tells a single girl this. You are not his wife, therapist, mother, girlfriend, etc... He might not even realize what he is doing, but this type of scenario does not end well if it continues.
I don't mean to project onto you, but please think about what you forsee happening in this arrangement.