The ironic abandonment
It is inherently ironic for a mother to abandon her son. This is the case for Undine, especially because of the shape of the story; the reader is introduced to Undine within the context of her new family. The novelist raises the reader's suspicions little by little until Undine reveals her soul-crushing character flaw. To Undine, her behavior is clearly correct and obvious, but to the reader, the abandonment is a clear sign that Undine is sociopathic in her relationships with men.
Ralph's dramatic irony
Ralph's experience of Undine is literally just a waking nightmare of agony. He is also a dynamic character in the book. He starts out in the beginning as a faithful and optimistic husband. He wanted to be in love his whole life, and Undine is a real catch, he feels. Then, the dramatic irony is peeled away moment by moment. He waits in horror as she takes concerning, suspicious trips. Ralph begins to think she might be cheating. Then she leaves and divorces him, and before he can try to figure out what happened or what he did wrong, she is on to the next man. The rejection, loneliness, angry, and confusion become overwhelming and he decides to end his life. Together, they perfectly abandon their small child.
The Peter affair
The affair that ended Undine's marriage with Ralph is also shaped by irony. Situationally, there is irony in his own marriage—Peter Van Degen is married to Ralph's cousin, Clare. Then, there is the additional irony of Undine's self-deception. She convinces herself she is in love, but really, she just thinks Peter has more money. When she divorces Ralph, she does it thoughtlessly, just trying to get what she wants. Peter, ironically, chooses to stay married to Clare, making him a nice foil for Undine's sociopathic nature.
The surprise husband
Over the course of the novel, Undine's scandalous nature is revealed. The general idea of her character is clear from her first relationship, but as the relationships continue, the portrait broadens. The reader realizes that this kind of behavior could be repeated on and on, forever. The question becomes whether Undine is truly sociopathic, whether she will ever feel convicted and change. When the reader learns about her marriage to Moffat, they're probably like, "Oh my goodness, how many have their been?" That is the value of the dramatic irony; it signals the reader to how much more might not be included in the novel.
Undine's unhappiness
One should think that a person who only cares about their own pleasure and happiness would be skillful at attaining them, but actually, Undine is ironically unhappy. Her slavery to desire leaves her chronically without peace, and she is unhappy—not for the sane reason of empathy and regret—but for insane reasons, like a feeling of scarcity and a thirst for entertainment that makes her chase a lifestyle she cannot afford. Her loneliness is self-imposed, but it takes its toll.