He didn't actually leave Kay to marry Apollonia, he just disappeared without a word when he had to go into hiding in Sicily. While there he met Apollonia and they married (the 'thunderbolt' thing).

He married Kay because she loved him (so less chance of ever betraying him?) and he wanted his own kids to be half-WASP and join normal society. This is why he was unhappy with Kay for converting to Catholicism. Protestant was more 'American'. I don't think he really loved her; it was - as he would say - 'the right move to make' at that stage in his life, just as cold and calculating as every other decision.

John.