Paranoia and doubt
This book features many, many stories about sexually deviant behaviors. Specifically, the reader learns a handful of heartbreaking stories about how Edward would cheat on his wife with the most painful people possible—powerful women, more attractive women, more submissive women—and we learn how his wife would painstakingly discover these affairs. Leonora is slowly driven mad by the constant pain.
The moral here is that sexual indiscretion is not a victimless crime when there are other people's emotions at stake. Edward wasn't just indulging his desires, he was torturing his wife with paranoia, shame, and self-esteem issues. He made her doubt her value as a human being.
Affairs, cheating, and betrayal
In this story, there are two marriages where the couples are friends, and one of the husbands has an affair with one of the wives (a huge betrayal of against everyone involved), but the husband in question, Edward, is so unfaithful that he cheats on both women with other women—he even wants an affair with his own niece.
From these plot details, the reader can see that the truth of Edward's "wandering eye" is that he is truly insatiable. Each time he starts a new affair, the woman wrongly believes that he is motivated by a more powerful love (as in, "I know I'm married, but I'm in love with you, not my wife"), only to discover that actually, Edward is in love with no one. Edward is a true traitor, motivated only by his own pleasure and desire for power. Notice also that Edward dies at the end, like a villain would.
The value of love and commitment
The theme that arises as a consequence of the plot is to love people well and to honor one's commitments. These are the values or virtues that would have spared the characters in this story from their tragic demise that ends up killing the traitors (Florence and Edward both kill themselves).
This is a negative way of showing the value of love and keeping one's word. The book seems to be a warning against those who would casually cheat on their spouses instead of working through the intimacy issues together as a couple. Edward and Florence both destroyed their marriages by having commitment issues; they were not willing to sacrifice their desires for the betterment of their relationships.