So as an audience member, I was devastated.
But as a writer, I was like, "This is so awesome."
She never left. Boy did they make a point of glossing over that and moving on...
In the show, she's obviously out to bury him. (The book supposedly says she never loved him and did it for money.) Here, he finally pleads with her and says, "Shae, please don't..." and she just looks at him with momentary hurt and says, "I'm your whore, remember?" and then goes to continue.