She could be obtaining benefits, such as gifts, from both males. She also might get a greater genetic diversity among her offspring, which would be advantageous in some habitats.
Work Step by Step
To see this, imagine some movie or TV show in which someone cheats on a boyfriend/girlfriend/spouse. By this action, they usually get some benefit, be it ego gratification, money, power, etc. If the cheater has children or some other beneficiary, that benefit would also accrue to the cheater's offspring. That would be in parallel with the case described for peacocks.