When Sally Ann confronted Paul in The Fall S01E05 about the real reason of his late night absences in home he lied to her about having an affair with Katie. In my understanding he (later) started the affair to have a complex alibi, hoping to pretend to be some kind of an anti-police anarchist and not a killer.
Still I don't understand why he told her wife that the affair was already ongoing, risking a destruction of his family, something that he seemed to genuinely care about. Was it a complicated scheme to have Katie cover up for him and give him alibi for the killing nights?
If so, this didn't really go well, because:
- Katie gave him alibi anyway, without knowing about the fake affair
- She was angry at him for "inventing" the affair
Additionally, for this scheme, he really didn't have to lie to Sally Ann about having the affair, he just needed to seduce Katie and then she would lie to the police for him anyway.