The second episode of Divorce ushered in a realization that Sarah Jessica Parker's character, Frances, is terrible liar. Despite being an adulteress, it's hard for viewers to not have at least a little sympathy for the woman whose life is spiralling out of her control.
Frances is trying to shield her children from the drama that her and her husband, Robert, are engaged in. Sometimes shielding means telling white lies, something that Frances could use a little help telling. For example, when her daughter catches her trying to get into the house by throwing pebbles at her husband's window, she makes up the story, "That old raccoon is back and he woke me up scurrying around all willy-nilly up on the roof, so I was just-- just trying to scare him off gently."
It's surprising that Frances was able to carry on an affair for any period of time without getting caught.