We suspect but can’t prove a violation of our fraternization policy–when can we step in?

Q: “We have a policy for our salaried managers that forbids them from fraternizing with hourly employees, and have suspicion that one of our married salaried managers is having an affair with an hourly employee; his wife is a manager for us in another location. We have not been able to prove the affair, but are worried the hourly employee could turn this into a harassment situation if he tries to end it (if it's true). We're wondering what legal exposure we have, or if we can terminate for a circumstantial situation. Do we confront the hourly employee?” – Diana, Oregon