how has the inspector affected Sheila

Well, Sheila not only has her own actions to deal with (and she is the most innocent by far of anything), she also has to deal with finding out that Gerald had cheated on her. Emotionally, the young lady had a lot to deal with, but in the end she was far more relieved that Gerald had been truthful with her and that everything was out in the open, rather than having the lie between them. The Inspector actually did her a favor.