Jenny was with David for what was apparently months. We get that she was naive and smitten with this charming older man who seemed to think the world of her. Yet there is no indication that she ever asked David the most basic of questions: where does he live?
Or if he has a girlfriend/wife? It probably didn't occur to her. Perhaps Jenny was too caught up with the apparent glamor of David's life to think about. And if she did ask him about the above question, he'd probably lie or stealthily find a way to change the subject, like how David easily got Jenny to forgive him after she found out about his ambiguous dealings.
Actually referenced in the original script, but dropped in the final version. In the draft David told her he was living with his parents and didn't want to embarrass her (and himself) by bringing her home.
Which leaves the most glaring bit of Fridge Logic: Why did David propose to Jenny in the first place if he was already married?
I think a panel of psychiatrists would be required to address this question.