He was probably already seeing the other woman while he was with you, or at least he was interested in her and talking to her and persuing that relationship.
He probably cares for you, in that he didn’t want to hurt your feelings by telling you the absolute truth, which is that he doesn’t want a romantic relationship with you, but he does with the other woman.
Let him go. In a perfect world, people would break up first, before they persue a new relationship, but most of the time, people become interested in someone else before the first relationship is over, and they often get involved with a new person before they end the first relationship. It happens all the time, and it’s shitty for the person who ends up getting left behind.
He probably lied to you, but at this point, it’s over and done with. He’s moved on, and so should you.
If he ends up breaking up with the 2nd girl down the line, and comes back for more with you, don’t fall for it, or you’ll get hurt by him again, when the same thing inevitably happens again.
Make yourself too busy to bother with this guy anymore. And remove his contacts from your devices and don’t take his calls or texts if he decides to slink back.