I don't mean to answer for @Mollyhk and I am sure she will will jump in with some examples of her own, but hopefully I can help provide some insight as well.
Affairs with local women are one danger, and for sure there are numerous stories of such. However I am not entirely convinced that that happens at such a much higher rate here than anywhere else. What I think is common is for people to underestimate how much a major move like this puts every aspect of your life under the microscope, and so what are small fissures suddenly can be magnified into large cracks.
Working hours are long. There are weeks when I feel badly that my poor husband never seemingly sees me out of my pajamas, with him leaving so early and coming in so late. I don't know what industry you are in, but depending on how much your work involves dealing with local staff or navigating local bureaucracy, everyday working life can be enormously stressful, it's a never-ending exercise in cross-cultural communication (to put it gently.) You may at times feel exhausted, drained, and like you have nothing left in you to give to your family, especially If your job involves travel. Your wife may feel she is left being the enforcer, the person who makes sure all the teeth are brushed, the homework is done, the toys tidied, the tempers tames and the attitudes adjusted, whereas Daddy gets to just be the fun time guy who dispenses hugs and souvenirs and does the fun stuff because hey, we hardly ever get to see Daddy, we don't want to spend what time we do have on all that negative stuff. It's not inevitable, but I've seen it happen.
If your wife is a professional person in her own right, the adjustment to becoming a non-earner can be hugely painful. I personally found it extremely difficult to suddenly be a woman who had to go to her man to get money. (So much so that when it became clear that we were likely going to be here beyond a basic 2 year stint, I did what a needed to do to get myself a decent job, as there was no way I could tolerate it any longer.) I have met some truly amazing women here who are really using this opportunity of being a trailing spouse to reinvent themselves and do some incredible things, so it's totally possible to come here and to thrive - but it doesn't happen by coincidence, and it can be a real struggle at first.
If she is a homemaker already, she may find it difficult here because she can't really, truly make home - you will probably be in furnished accommodation, with furniture and furnishings that may not be entirely what you would choose; but unless you are planning to be here for the long haul, it isn't likely that you'll want to invest in kitting out a place entirely either. So her opportunities to make the house really reflect her own tastes are somewhat limited. Again - not inevitable, and we all manage to make our places as warm as welcoming as possible with what we have to work with. But if her home is a point of pride with your wife, she might struggle at first (it can take a while to figure out where to even find quality home furnishings here amongst all the cheap crap.)
The bottom line is, the simplest things are often so much harder here. I often use the example of the time I got it into my head that I wanted to make a seafood risotto. In the end, I had to go to 5 different shops to get the ingredients - one for the good seafood, one for the arborio rice, one for the vegetables and two different ones trying to find saffron (and by the way, I am out of saffron and the place I bought it before doesn't have it any more, which also happens here all the freaking time, so if anyone knows where I can find some saffron, please tell me.) Whereas 'back home' I'd have just gone to one supermarket and been home in an hour, here I had to go halfway across town and ended up making it the next day because it was so late by the time I got home we just ordered a pizza. So this is how the small things become big things, you know?
I don't want to sound too discouraging. This can indeed be a fantastic adventure and could very well be a very exciting chapter in your life and in your marriage. However like all the best adventures, it is not without risk. Like climbing Everest or trekking to the South Pole or whatever, you know? If you have the right attitude and you accept that it isn't always going to be easy, then it can also be exhilarating and rewarding. But, you do have to be prepared.