But the two that he had killed came after his marriage to Catherine and her death.
I wouldn't exactly call him a man-whore prior to his first marriage, but I do believe there was a degree of experience there. Even if he had had no experience until his wedding night, how forgetful would he have been to not recall later on if there had been blood on the sheets? If, during the trial, when Catherine implored him to say that she had been a virgin, he could have said that he figured out later that she wasn't a virgin. Of course that would imply that he wasn't perfect and all knowing, so the chances of that were pretty much nil.
Basically, Henry was going to whatever he could to ensure the succession -and that included getting rid of a good wife and mother. Though he wasn't around at the time, surely he was aware of the Wars of the Roses. Had he died during this time, leaving only a daughter, a similar situation could have occurred.