The most important thing to understand about the character of Kugelmass is that he is a fundamentally shallow and self-centered person. We can infer that he married Daphne because, at some earlier time, she was relatively attractive and had money. Speaking with his therapist, Kugelmass reflects that "Daphne had promise," but that she subsequently "let herself go" and swelled up "like a beach ball." She also had some money, which had to be attractive to a man who was "up to his neck in alimony and child support."
Kugelmass evaluates all of his relationships from the standpoint of personal gain and satisfaction. He wishes to have an affair because his current wife, Daphne, is an "oaf" and no longer attractive. Even when he embarks on his torrid affair with the fictional Emma Bovary, he seeks to get rid of her when the relationship becomes too inconvenient and personally taxing. He is not introspective at all, and constantly searches for external solutions to his own unhappiness and dissatisfaction. Presumably, there was a time before the "present" of the story when he saw Daphne as the solution to his problems. Kugelmass never sees any need to change himself, only to find people who can accomodate his non-negotiable needs. Perhaps this is why the therapist at the beginning of the story tells him that his problems "run much deeper" than an affair can solve.