From what we saw, Tanya and Jim's relationships were abusive on his part. Not in a physical but in an emotional way. Would you step in and defend an abuser after you escaped him? I wouldn't. Besides, she didn't deny nor confirm the cheating allegations. She just seems to cross Jim out of her life. So I can't blame her for not wanting to be involved in all this drama that Jim and Sarah created.
Besides, we don't know if she actually cheated. She definitely checked out of their relationship first, but we don't know what and if there was "infidelity" on Tanya's part. I wish Sam would come again and shed light on this too like she did with Martha's mystery