The following post is entirely speculation…
Niobe was in little/no danger—certainly her life was not in danger. Vorenus is walking down the street with the emperor of the world’s greatest civilization, at the direct request of the emperor himself, on his way to his first Senate meeting. It is the greatest day of his professional life. (1) he isn’t going to bail out on Caesar to even TALK to anyone in the street unless he already suspects in his heart what he is about to be told. (2) he isn’t going to bail out on his first Senate meeting to go home to confront Niobe unless he already knows what he has just heard is true.
Think about it—you have just been named the Secretary of (something), are in the limo with the President of the United States on your way to your first Cabinet meeting, and at a traffic light a gofer for a powerful member of the opposition party yells out that they want to talk to you about something about your family. Do you jump out of the limo and abandon the President, or yell back that you’ll call them? It only makes sense to jump out if the keyword they use immediately prods you into a sinking panic over something you have been in deep denial about for years. Likewise his reaction once he is told ‘his’ son is not his. If someone tells you something like that (unless it is your OB or something), your reaction is going to be “hmmmm”, then you are going to go to your meeting. You might be distracted while you ponder when (or IF) you are going to mention it casually to your wife, but you aren’t going to go beserk based on the whispered message of one person on the street, even if they are well-connected.
Unless, of course—you already know it is true, you have been living in deep denial over it for years, and hearing it from someone connected to those well-connected (which means that EVERONE will know) brings your entire façade of a happy family life crashing down around you in an instant.
Niobe was not in mortal danger because Vorenus wasn’t shocked into a murderous rage by new information. If it was brand new information, he simply would not have believed it and would have laughed it off. Rather, an old and festering wound was ripped open for everyone to see. His family façade was shattered, and he rushed home to (1) finally get his chance to vocalize his outrage to Niobe about the situation she had placed him in, and (2) try to find some foundation to rebuild their family life on in the face of this new, public, information.
I found this very cool because of the parallel with his professional life. In both his family and professional life, Vorenus has chosen to act against his innate feelings of right and wrong and chose a path that was contrary to his own morality in order to provide the greatest benefit to both himself and others in the long run. He chose to live in denial of Niobe’s infidelity because, in the long run, he valued her, his relationship with her, and his family more than being right but alone. He could not change what had happened in the past; he could only choose what to do about it, and chose what seemed the brightest future. In his professional life, he objected strongly to the steps Caesar had taken, but could not change Caesar or what he had done. Once again, he could only look forwards. Vorenus chose to stick with Caesar as it offered the most potential gain for his family and himself, as well as giving him a tiny but useful ability to continue to try to influence Caeser and in small ways do things that were good for Rome and veterans alike.
Now, in a single day, BOTH of his decisions have been invalidated. Niobe is gone (though not definitively dead), his family is shattered, and Caeser is dead.
What does he do now?