Please please explain the psychology of this behaviour...?

I would call that "being a ". You've already explained to him how you feel, so I would start exposing his flaws just as brutally as he exposes yours (what would his mother think of him going to a brothel? That costs more than any hair cut!) and then divorce him, feck it, plenty more fish in the sea. Maybe you're not perfect, no one is, but everyone deserves someone who at least has some respect for them.