Same for not living our own sexuality in the open. By acting like this (that is: like you are supposed to) you are constantly prone to blackmail.
If you happen to have a wife that is entitled in her social-induced belief that even thinking about other women is good ground for the termination of a marriage, then external forces will have a great power over you.
If you live with a person that accepts external affairs, sex with other people and who is ok with your true sexuality (e.g. If you're bisexual or happen to like transgenders) you will always have someone on your side no matter what, and your relationship to that person can't be menaced by any eventual disclosure.
Social stigma might still have a leverage on you, but if you're open with your intimate circle of friends and business acquaintances it would be virtually impossible to use a sex-related scandal against you.
The Ashley Madison leak is interesting because of this, too. It's a breakthrough because it exposes behaviors that society still considers immoral and punishable. People that left behind this archaic way of thinking and built their life together with someone that shares more open sexual values are totally immune to this scandal.
This is certainly something that would have tickled Sir Bertrand Russell's mind.