Well, Danae was the "companion" of Sophron, not his (legally/technically) wife. The word used is ἑταιρίζω hetairizō "to be a hetaira" usually translated as "courtesan."
Henry George Liddell, Robert Scott, A Greek-English Lexicon, ἑταιρ-ίζω
Looks like mention of Sophron is only in Deipnoshists, but possibly here:
PS: Another translation or version of the Danae story:
Philarchus remembers one Sophron of Ephesus to have had in his delights Danae,* daughter to Leontius, of the Sect of the Epicures, a man well seen in the speculations of Phi∣losophy.
To her trust were all the domestick affairs of the house committed, even by the consent of his wife Laodice; who at length perceiving his love to encline to Danae, she purposed at her next best opportunity to make away with her husband. This being found out by Danae, and in great secrecy revealed to Sophron, he gave at the first no credit to the report; yet at her importunacy, he promised within two daies to consider of the matter, and in that time to de∣liberate what was best to be done in the prevention of such a mischiefe, and in that interim conceals himselfe in the City: by which, Laodice finding her purpose to be discovered, she accused Danae for his murther, and instantly (without further process) by the help of her friends and servants, hurried her to the top of a high Promontory, from thence to throw her headlong; who seeing imminent death before her eies, fetching a deep sigh, she thus said: I marvell not now that the gods have so small honour done to them, in regard of their injustice, since I am thus punisht for saving the life of my friend, and this Laodice is thus honoured, that would have took away the life of her husband.
*That last quote of Danae's reminds me of the "the sage would die for a friend."