Jones, I'm so sorry. But I have so much respect for you and I offer huge support. This is exactly the right and only response to what you've been told. It is clear and it is firm. And this sort of loss and detachment is the only way that happiness, in whatever form will be found down the line.
Many many congratulations, however strange that sounds. This is the beginning of something, not an end. This will be a hell of a ride but it is SO much better than sitting at home, fretting, fearing, wondering what he's doing at work. (Not that I'm saying you were).
The adrenaline will see you through a short while, then terror and despair might creep in. Soon hopefully rage too.
Please come here for support and please please find and share with real life people who you can trust. They will be invaluable and you MUST find people to support and share with you who are not him. Otherwise in your bleakest moments you are going to confuse loneliness, shock and grief for missing him.
You can not do anything more except detach at this point. Trust me, please. If you find yourself negotiating, begging or doubting, be aware that he expects you to do that. That he has had two women loving him for months now and eve after leaving, he will still then have two women loving him. He loses nothing. You need to let go. Even if you two were to make it work it would come through you first letting go. I believe this.
I am so sorry for the horror and pain. We are here. You will be okay, I promise. It is honestly better things happen this way. Please also be aware that it is not to be assumed he is always telling the truth. Massive hugs.