In general I wouldn't keep secrets from DH, but in some instances I might for example if was something he didn't really need to know and could put him in an awkward situation. I can't really think of an example so I suppose really what I am saying is I don't have any blanket rules and would judge each individual situation as it arises.

I suppose if the situation was reversed and DH knew a friend of his was having an affair, I am not sure I would want to know, especially if we were in a situation where we met up with his friend and his friends wife - I would rather not know as really the only thing it would do is make me feel awkward. It don't think it would bother me if I found out and knew DH hadn't told me.

So I suppose I don't really think that is a standard feature that the default position is to share the secret, but I also don't think people can reasonably expect others not to share with their significant other if they want to.