I had another thought. Marbella was a woman he treated badly who left him. Marbella at the end of the song is a different woman to the original one, but her refers to her as Marbella because he's still emotionally in a relationship with her. His 'cheating' refers to his emotional cheating with this woman Marbella that has ruined 'all the rest' of his relationships.
Marbella caused him to become emotionally detached and treat all the women in his life like prostitutes.
I had another thought. Marbella was a woman he treated badly who left him. Marbella at the end of the song is a different woman to the original one, but her refers to her as Marbella because he's still emotionally in a relationship with her. His 'cheating' refers to his emotional cheating with this woman Marbella that has ruined 'all the rest' of his relationships.
Marbella caused him to become emotionally detached and treat all the women in his life like prostitutes.