Willy does have abandonment issues, and these issues are part of the reason for his having an affair.  Willy is afraid that he will not be able to provide for his family, and Willy believes that his ultimate role is to be the provider for his wife and sons.  He wants his family to look up to him and to respect him; as a result, Willy fears that if he is not successful then his family will abandon him because he has not met his responsibility in the family.  In addition to his affair as a manifestation of his fear, Willy also has delusions of grandeur to mask his self-doubt.