Lack of Commitment
If you're dating a married woman, she can't commit to you in any meaningful way; after all, she's married, not single. Not only can she not fully commit emotionally, but she probably has logistical commitments too. For example, if she's hiding the affair from her family, you'll have to work around her schedule and be secretive. You might not be able to call her when you need to talk or see her when you feel lonely, and you'll probably spend less time together than traditional couples.
Lack of Trust
If your partner is cheating on her husband -- assuming they don't have an open relationship -- you have reasonable cause to doubt her faithfulness and honesty. Even if she left her husband for you, you'd never be able to fully trust her; how could you know she wouldn't start dating someone else? If you value honesty in a partner, dating a married woman is a poor choice.
Lack of a Future
If you plan to settle down, get married and maybe have kids, you're probably out of luck. Of course, there's a chance your partner might leave her husband and family and marry you, but this isn't a likely outcome. According to "Orange Coast" magazine, less than 1 percent of married women leave their husband for a different relationship.
Your Moral Integrity
Maybe you're not breaking any wedding vows, but helping someone else cheat is still arguably immoral. In addition, your relationship with a married woman could damage her family, destroy her relationship with her husband and harm her children. Even if you're in love, you should examine whether the relationship is worth sacrificing your personal integrity.