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Barry is Wall Street embodied. He lives his life by a simple code: business always comes first.
Barry is so focused on his work that we never really get a sense of his personality. He rarely talks to any of the Foxmans (Wendy included) and instead spends the week "loudly arguing the finer points of some deal" over the phone (5.17). There might have been a time when Barry was a present husband and father, but not anymore.
Instead, Barry serves to highlight the sacrifices that Wendy has made. On one side, there's Barry. He might not be a pleasant guy, but he provides for her and enables her to live the life she wants, at least in terms of material goods. On the other side, there's Horry. Horry is passionate, loving, and attentive, but he's simply not physically capable of supporting their family.
So Wendy stays with Barry. She even tells Judd that "sometimes who he is isn't enough for me, but most of the time, it is" (48.21). You might think she's being honest here, or you might not, but Wendy has no illusions about the kind of person that Barry is.