Purvi did not sleep with Arjun during his marriage with Ovi, so far, but they share eyelocks, secret meetings, and if Onir or Ovi chose to use this in a divorce proceedings, it could be bad for both Arjun and Purvi. Marriage due to it's legally binding agreement, also has legal ramifications, when certain things are done, so sex is not the only thing that makes what they are doing wrong.
They have both done wrong from a Jeeju-Saali point of view and a marriage point of view, meeting each other without their spouses present(and they share a past), Arjun going to Onir about his love for Purvi,
All these things are wrong in the context of Jeeju-Saali and in terms of the marriage for both sides. They are wrong on all accounts.