The short answer is that it was a big, BIG double standard.
Ancient Greeks were extremely misogynistic by modern standards, and even by ancient standards. Women weren’t allowed out of the home alone, and they were expected to get married young, spin a lot of wool, and die in childbirth in their early twenties.
A good source for this is “On the Murder of Eratosthenes,” a speech by Lysias. You can get a good sense of what was allowed and not allowed for women in Athens.
For the Greeks, to penetrate was to be a man. Womanhood was defined by chastity to better facilitate transfer of property via inheritance and manhood was expressed by having sex with women, having sex with men, having sex with boys, and stabbing people. All forms of penetration.
Re: Agamemnon, Aeschylus inserts a metaphor early on in the work which implies that Agamemnon’s real crime wasn’t taking Cassandra as a slave, but rather damaging the household. When he first returns, Clytemnestra has him tread over some tapestries from the palace to symbolically re-create his sacrifice of Iphigenia to Artemis. Bringing Cassandra back was an insult to Clytemnestra, but not beyond the realm of normal. Killing Iphigenia wasn’t a crime because he killed his daughter, but because he diminished the worth of the household. Clytemnestra taking Aegisthus as a lover, however, was a good enough reason for Orestes to murder her. In short, Agamemnon was not killed only for his adultery.
Re: Penelope and Odysseus, Odysseus cheating on Penelope is not culturally as bad as Penelope cheating on Odysseus simply because Penelope was considered a part of Odysseus’ household like Iphigenia was hers. The suitors had to die because they were trying to deprive Odysseus of his household. The women of the house who slept with the suitors had to die for betraying the house, but it was extra bad because due to the above mentioned double standard, their act was also considered sexually immoral.
tl;dr: the rules of sexual morality were really different for men and women in Ancient Greece.
It is not quite an identical question (and if you have followup questions, let me know), but you may be interested in the answers to this similar question by u/sunagainstgold (especially considering the ways in which a mortal/divine pairing could fall outside the normal rules of marriage), u/AristaAchaion, and me.
I can perhaps add a few notes on the character, raise some complications, and offer some ideological background given to these distinctions in the Archaic period.
Penelope is presented as a crafty, prudent, wise, loyal, yet also empathic wife (e.g. Hom. Od. 24.191-203) and this is her reputation also later, for instance in Apollodorus and Pausanias. Yet she is strangely remote from her family of origin (even her father plays no part in the Odyssey) and is explicitly contrasted with the sorceresses (Circe, Calypso) and other superhuman women, including Helen (Hom. Od. 4.219-235), and with the husband killer Klytaimnestra, all of whom exemplify normatively deviant forms of wife/womanhood.
Unlike these women, Penelope is therefore a character designed to be an ideal in loyalty and decorum, in her weaving, her devotion to her husband's family, her production of a good son, and her crafty preservation of the household in her husband's absence. Her character therefore tells us about the idealising elite expectations for married women in the Archaic period, but little about their actual, average behaviour, which surely involved closer ties to their family of origin, especially in an extreme situation like the one the Odyssey explores. Looking beyond the idealisation, she is also, however, linked to Odysseus throughout the Odyssey by inverse similes, designed to undercut and enrich the portrayal of the ideal gender roles by pointing out their potential inverses.
As others have pointed out, the sexual politics of the Odyssey and its differentiation by gender does agree broadly with other normative texts (Xenophon's Oeconomicus, Plato's Laws, Demosthenes and Lysias Speeches involving family matters, some archaic poetry etc.), though they are largely from particularly restrictive Athens and later in date. In the Odyssey itself, having multiple lovers is a trait of bad or superhuman women and therefore certainly conceivable, but not normatively acceptable. What Odysseus does, sleeping with divine women, is however not a simple matter either: The Homeric Hymn to Aphrodite offers a different perspective on such relations, in that Anchises is weakened by his sexual encounter with a goddess, something Odysseus escapes, perhaps because these relations are not being presented as legitimate relations, but as exceptional relations meant to characterise the deviant women and the difference between divine and human experience rather than Odysseus.
What is at work here more generally is a deep-rooted concern with Eros (“desire”), a primal force (Hes. Theog. 116-122) that has to be controlled by culture, but causes failures of such control in many a form. This force is imagined in the Archaic period to have taken form for mankind via Pandora, who turns mankind into a race with two sexes, ending the golden age (Hes. Op. 57-92; Theog. 590-613) and making man dependent on women for offspring. This ideologically „explains“ and „justifies“ the difference in social space accorded women in sexual matters, as they hence have to be controlled (by rites of passage like marriage) as sources of evil. Lack of such control causes most of the messes Greek tragedy explores.
Some reading:
Skinner, Marilyn B., Sexuality in Greek and Roman Culture, London 2013.
Wohl, Victoria J., “Standing by the Stathmos: The Creation of sexual Ideology in the ‘Odyssey’”, in: Arethusa 26:1 (1993), 19-50.
Foley, Helene P., “’Reverse similes’ and sex roles in the Odyssey”, in: Arethusa 11 (1978), 7-26.