Break the law, save your marriage?... your marriage to a person who used you and ruined your career for his own financial gain.
Inform your company, attempt to save your career, send your spouse to prison?... lose your marriage... and what happened to those wedding vows?
The moment the guy broke her trust and did insider trading was the moment she was put in a lose/lose scenario.
He claimed he was doing it so that she wouldn't have to work so much and they'd have more time together. They're both loaded: it wasn't exactly stealing bread to survive another night.
She chose to not break the law, not risk prison and possibly save her career. I'd have done the same.
It's more "don't report someone else breaking the law, keep your job as you're now single".
And besides, her doing the right thing solely benefits BP here. It looks like just a large corporation using someone who actually cares about them and then throwing them away. Why should future people in the same position ally themselves with a known defector?
Having reported this to BP and being fired by BP for their own legal protection (kinda, maybe?), she might be able to interview for other jobs with BP-level corps. Might.