This question almost made me laugh, because it implies that there are people out there who don't dream cheat on their wife, and keep secrets when they do.
That had not occurred to me before. Why?
Because in my dreams I fuck everything and everyone. I have explicit dreams of fucking strangers, old girlfriends, current girlfriends, famous people, the lady at the deli; you name it, I've fucked it.
Sometimes my wife watches me fuck these people. Sometimes she's involved in a three-way type capacity. Sometimes she morphs into the other person, or the person morphs into her. I like her a great deal, so she's welcome in my dream escapades, especially if she's approving with nods or face-fucking.
Now let me ask you a question. Do you 'dream cheat' but not tell your wife? And if so, is that because you're afraid she'll get mad at you? If so, here's a little free advice. If your wife gets mad at you for what your subconscious does, divorce her immediately. Not a joke.
Short Answer: I tell my wife everything because that's how a happy marriage works. Communication. We're open about all the stuffs. I even masturbate while my wife is in the next room, listening. That's also how a marriage works: sex in separate rooms.