Ethics.
First, because of power harrasment and sexual harassment. A woman would be hard pressed to speak up against the 2nd richest man on Earth if he used workplace intimidation on her or if he sexually assaulted her. Just look at the hell a simple flight attendant is having.
Second, because of favoritism. If this is not publicly disclosed, how would the other 5 people who applied for her director role know that they lost the position out of merit, and not because the competition was sleeping with the damn CEO of the company?
This is even worse because huge stakes of all his companies are held by banks, mutual funds, venture funds, pensions , etc that each have values/codes of conduct that this behavior may violate.