Does it really make sense that Hagen has a mistress?
In the book we find the following passage:
Quote:
Sonny Corleone, his heavy Cupid-shaped face drawn with fatigue, was sipping at a glass of water. He must still be humping that maid of honor, Hagen thought. Another worry.

This implies that something like having extra-marital affairs can be dangerous. If that's true, why should Tom, the most rational person, take such a risk?
My guess: FFC invented this phrase for the sake of the scene, to make the humiliation stronger: If Tom has a mistress, Michael would be probably one of the few people to know.