But that is what the author wants to show with Nao: a "cuck" isn't defined solely by whether or not he gets aroused.
Throughout the story, we’ve seen Nao imagining Luna having sex with others and experiencing the same feelings anyone would have if their partner cheated on them.
From the very beginning, he has been romantically pursuing her, and she, despite showing signs that she has feelings for him, keeps stringing him along.
How does she repay him? By having sex with someone else at a hotel, using the worst excuse possible. Again, we see Nao feeling "cheated"
This only really applies if the sex actually happened and looking at this chapter again Naoto correctly guessed she was trying to deal with her sexual desires but they both might be on the wrong page of the how.