Don't be so sure that he's not gay.
I know gay men who've been with women before. They thought it was hot... It just wasn't something that they would prefer to being with a man. And they weren't bi and would never pursue a relationship with a woman. And it was before they realized that they were gay.
And maybe he's just curious. You can't assume that he's lying about his sexuality. He's the only one who can know how he feels about others.