Therese can be forgiven for the assumption because the thing is, she never really got to know Liz; Liz was always just the woman her husband kept sneaking off to speak with at parties. Between Anthony's side in the emotional affair and the fact that the her husband's friends and employer likely didn't even bother to hide their assumption she was just Anthony's first wife, it was either assume Liz was in on it or grab her and yell for her to get away while she still could.