The Mayor had the advantage of actual experience and truth, Angel and Buffy were in denial.
The Mayor was an evil sorcerer, and god knows what type of woman was his wife; as I said before, she could have resented that he didn't get the immortal deal for her, too... and if I'm not mistaken, she got senile and started lashing out against her husband - and that happens a lot in real life, unfortunately, sometimes with couples who had lived happily together.
Aside the Mayor, we don't have any other case of an immortal living with a mortal, and how things could go for the people involved; what we do have is people (in-verse and fans) saying that it doesn't work.
And, yes, immortality (or mortality and getting old) is a problem; no one would be comfortable being with someone that, as years pass by, stay young, while you reach a point that you can't even walk, or do something by yourself - and I'm not even talking about looks. But if a person chooses to face it, why not? For Connor MacLeod and his mortal wife, it worked.
Angel left Buffy for many (in-verse) reasons- most of which were to do with him being a vampire and Buffy deserving something more than darkness and death in her personal life.
And as soon as he left, there was no more darkness and death in her life...
So, if it wasn't the curse, Angel, who started an affair with a virgin young girl, would say (after some months of smooching at the cemetery as well as lots of sex) to her: "it was good, but you deserve so much more than me. I'm doing what's best for you. I'm leaving." He would be way worst than Parker then.
she sees that something isn't working for her (like Alywyn) she ends it before it ends badly.
Aluwyn is a deceitful, liar demon; the relationship wasn't making Willow happy or feeling safe or at easy with her. Spike makes Buffy happy, as she herself said. And Aluwyn wouldn't change, not not so much because she is an immortal, but because she is... a deceitful, liar demon.