By forfeiting the relationship you could be passing up on the love of your life. If you think it really could work out, then you're just denying yourself an opportunity.
I've heard plenty of stories where guy or girl cheats with bf/gf's best friend and eventually leads to marriage. I've even heard one where the girl married the guy's brother! While it does sound twisted, maybe the first relationship was the real mistake and the second was the best choice?
Stranger things have happened.
I'd be inclined to say it's a no-no, but it all really depends on the situation. I certainly wouldn't recommend hopping from one to another to shop around, do your window shopping first rather than relying on the return policy.
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