This is a tough situation, and one in which I have a few parallels with my life. My wife and I married, and then she became a JW, probably because of many random, very significant reasons.
Anyway, the question is, is it worth giving up your wife for another woman. In reality, the important thing to remember is that every relationship, and I mean every relationship, will have troubles. Big troubles, little troubles, medium troubles. There will always be a catch, as well as good points.
So, it's not an easy decision. I love my wife - I don't love her JW tendencies now, but I love her. Will she change? Maybe, maybe not. Will I change? Yup. Should we break up? Maybe, maybe not.
In truth, you have to look at your life from more than one angle. Right now, it seems foolish to live with your wife while you've got the cutie on your arm. But what about when you find that your lives are completely different - The Latin and US societies are as different as Protestants and JWs. There will be problems. There will be compromises.
Don't give up your wife because you want to screw around. Give up your wife because you have to. Look at what you want, what you have to gain, and what you have to lose.
If it's over, end it. If there is a chance, don't count a bird in the bush as given unless you know everything everthing.