Why would someone remain involved with their ex even while having strong feelings for someone else?

Soooo basically I found out that my ex had sex with one of his exes last night. Normally I wouldn’t even bat an eyelash to this but what doesn’t make sense to me is he has told me on multiple occasions that there is a girl that he really really likes and he has been trying for months to make things work. I’ve seen the toll that his feelings for this girl have take on him and based on the way he had been acting, I really did genuinely feel like he was head over heels for this girl. How can someone have such strong feelings for someone yet still be so involved with their ex? Does it mean that the feelings aren’t actually genuine?
Updates:
3 mo
I guess I should clarify just a bit. I don’t really care what he chooses to do with his ex because he and I are definitely done. I just don’t like that he’s basically stringing this other girl around and part of me feels responsible for telling her. I know it really isn’t my business but I also know that if I was in her place, I’d definitely want someone to let me know.
Why would someone remain involved with their ex even while having strong feelings for someone else?
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