I think David never confronted Nora about her affair because he felt so guilty about his own wrong doing.
I agree that there was a lack of closure with his sudden death. I can somewhat understand why he lied- he did it for his love for Nora and he didn't want her to face the same sadness his family did with his sick sister.
At the time, I don't think he ever realized it would be worse to have her believe she lost the baby. It's hard to remember that this was in the '50s and they probably didn't know how capable children of down syndrome are. As David said, he believed the child would live a short, painful life. He later realized how wrong he was, but I believe he was in too big of a hole at that point.
The book doesn't offer much sympathy for David. Obviously, I can kind of empathize with him although I clearly think he was wrong. At the same time, it's hard to not feel for the guy when he did what he did for love. He loved his wife and didn't want to see her hurt.