To be perfectly honest with you, I just don’t see Lucian being with another woman. It’s not a matter of cheating that would stop him. But I don’t think he’d pursue another before or after Senna’s theoretical release from the Lantern, which makes this a difficult concept to think about.
I mean, I’m fairly certain Thresh targeted Senna instead of Lucian for a reason. Maybe multiple reasons, but that’s theorising for another time. Regardless, Thresh was more than likely aware that killing Senna would devastate Lucian and send him down a path of revenge. This could be considered an understandable and “normal” reaction from anyone when their loved one is killed, but Luc takes his dedication a step further in that he’s hunting a god-knows-how-old spirit. He’s intentionally putting himself in dangerous situations just to get at Thresh, and now he’s planning to head to the Shadow Isles... where Thresh has home field advantage. Luc isn’t acting particularly rationally. He’s obsessed with revenge and freeing his wife, which doesn’t exactly leave much room for thoughts about another romantic interest.
Then, let’s just say that he somehow managed to kill Thresh and allow Senna to crossover to the afterlife. I don’t believe that Luc would be capable of simply returning to normal life. Ever since his wife’s “death,” the desire for revenge has fuelled and driven his existence. How is he going to cope with all traces of her officially gone, and having no mission to direct his anger/sadness towards? Lucian will finally be all alone, without a goal to keep him going. He will be lost. He will probably be depressed. Heck, now that he hasn’t got Thresh to focus on, it might even be the first time that he’ll properly face the reality of her death and mourn her. This is a time where I don’t think he’d be particularly open to other romantic interests, yet again. I think it would take a long time for him to consider another woman... if he even wanted someone at all.
All-in-all, I don’t think the issue here would be whether or not Lucian would be cheating on his wife. It’s whether Lucian’s mental state and character would allow for any other type of romantic interactions to take place. Lucian’s relationship and love for Senna is a major part of his character, and imagining him with another woman just doesn’t quite fit into that picture.