There's also the implication that Frigga just sighed and looked the other way at Odin's wandering eye. Whereas if you did give in to Zeus' charms, odds were you (and your family, and maybe the whole city you lived in) would get serpents and monsters rained down on you when Hera found out.

While Zeus was depicted as quite a bit more charming and handsome, NO ONE is a good enough lay to be worth all that.