I have no idea whether this man was having a thing with the woman he had married beforehand, but it does seem rather soon. And she is pregnant too. Hasn't let the grass grow under HIS feet has he?!
All that said, as some people have already said, men do move on fast and remarry. I think many of them struggle to cope alone, and need a woman to look after them. Women however, seem to wait much longer to move on and remarry, and many are actually pretty OK alone/not in a relationship.
Some never do remarry, and do actually stay alone. (Especially women middle aged and over.) I know several women who were married 25-30 years or more whose husband died, and even 10 years later, they are still single. And they are happy single too! They loved their man, but aren't interested in having anyone else and remarrying.
Me myself personally, if my DH died, I would not be interested in another relationship, and would quite honestly be OK without him. I do love him, but would survive without him. I honestly think he would struggle without me though. (We are both mid 40's..)
OP I am very sorry for the loss of your lovely little sister, and I am sorry you are struggling with all of this. Not sure there is anything you can do, but YANBU to be upset.