She knew her husband was not the president of Credit Dauphine. She knew the work he was doing was dangerous and like many of his employers, Sloane's wife believed he was working for the CIA. In this scene, at the beach, Sloane reveals all to Emily. The pain in her face, the disappointment and anger in her eyes, intensified by the music, makes this one of the most powerful scenes of season 1.
On the DVD commentary, Ron Rifkin (Sloane) explains that he had been given a long speech to resite about SD-6 and his work for this scene. However, JJ had insisted it be put to music, which Jennifer adds, makes it perfect. I find the scene strong and moving- a real symbol of Emily's strength. She comes to understand all her husband has done, yet still loves him.