This article from China Daily really doesn't come as much of a surprise to me. I'm more surprised that they actually reported on it.
According to the article, the number one emotional/mental health issue in Shenzhen is extramarital affairs. It seems that when people become successful in the city they go out and find a lover on the side. This is nothing new to anyone who lives in a major city in China. I even mentioned something about this at the beginning of 2008.
One point in the article that I wasn't aware of is that Shenzhen does have private detectives, whose businesses are booming with the rise of affairs. However, Jia informs me that private investigators are not quite legal in China--all evidence collected by them is inadmissible in court.