The Cole and Elsa relationship.

While I agree that the affair kind of came out of no where there is an explanation for it. The following was quoted by Lord_Yeti, I'm not sure where he got it or if he previously posted it himself.
 
"The subject of Elsa and Cole has been discussed in numerous other topics, but I will repeat myself here. I would encourage you to use the search function, however.

The war essentially broke Cole. Given the age of his daughters, it is safe to assume that he was married when he shipped out and returned as a changed man. He's haunted by his experiences at Okinawa and Sugarloaf Hill. He refuses to speak about the subject and grows hostile towards those who repeatedly bring it up or joke about it. He buries himself in his police work in an effort of atonement and likely escape as well. Therefore, it is further likely that he doesn't spend much time at home and grows estranged from his wife as result. Certainly, he wouldn't have discussed the war with her. That's a huge part of his life that he does not give her access to. He does not really know how to deal with his past.

Then he meets Elsa. As a refugee from the Third Reich, she is a kindred spirit. There is no telling what horrors she witnessed. She seems like a very caring, empathic individual, so in a society like Hitler's Germany it could have been any variety of things. We only know that they haunt her to a degree that has driven her to drug abuse (and America) in her desire to escape them.

Cole has his police work, Elsa has her morphine. They are both desperate to escape their past. Then they find each other and their wounds begin to heal. Elsa fights her drug addiction. Cole begins to face his actions during the war until he finally owns up to Kelso, offers an apology and a willingness to make ammends. Finally, he has someone he can actually open up to. Elsa tells dr. Fontaine about how they are helping each other and have been a beneficial influence on each other.

Furthermore, leaving motivation speculative--though I personally do not really find it to be so in this case, is indicative of the noir genre. In the Coen brothers' "The Man Who Wasn't There" Ed Crane's motivation to help Birdie is never really made clear. We can only speculate as to whether it is sexual or comes from something else."   

Yup, just beat the game and thats the only big problem I had with it. Wish they could have explained that some more. 

SuperBuster's post is spot-on. Do any of you know what subtext means? Does every story have to spell everything out for you? When something is unexplained (but not to the point of it being faulty logic) you're supposed to infer from that. You know, the subtext.

all you who think cole is a good guy are just too positive for this game.

The whole wife angle is awful they try to make you care about whats happening but there is no connection at all to his family the first time you see his wife she is kicking him out, after that Elsa should of just be named 'plot device' because after that she was popping up everywhere.