I don't think you could have helped telling her. Honestly I WISH someone had told me about my ex cheating on me. I tell you - I felt like such an enormous idiot when I found out (after YEARS) what the full extent of his problem was.
Then again, perhaps some people prefer to live in the dark. That's alright as well - whatever - but either way, you're gonna get someone saying "I wish I'd been told" or "I wish I'd never been told" - you'll get the flack either way, so I really don't think it matters whether or not you told her.
He's in deep do do now though isn't he. Then again I don't feel even the slightest bit sorry for him. HE should have been a bigger person. What a liar.
What you may have done (even without her ever being in contact with you again) is set in motion a chain of events that will enable her to cut this man out of her life before the situation becomes so badly tangled up that divorce and custody lawyers have to get involved. Nobody ever likes the messenger, but it's not as though you're a thoughtless gossip, spreading rumors here. This is a nasty situation anyway - not saying a darn thing isn't going to make it any better, is it? She obviously wanted to know anyhow - good for her.
Sounds like the two of you have done the best thing possible in this situation - hey - at least two people out of three are having an honest, two way conversation.
Hopefully he'll stop threatening to kill himself and whatnot, and start acting like a grown up father to your child instead of blubbing and lying and covering up and then frantically trying to climb out when the heat gets too hot. Bah humbug - his behavior just really does suck. I have no patience for cheaters at all....
End of rant