His relationship is his problem to deal with op. Not yours, don’t stress about it. If you’re happy with the friendship crack on and let him deal with his own issues.
I do think there is an undertone to your comments though, I think you have a romantic interest in this man. You don’t want to believe he is sexually involved with her, and you don’t like the fact he prioritises her.
It does seem he’s played you a bit, flattering you, then when it came to the crunch he had to explain he wasn’t interested.
I suspect he likes your attention and having you pining after him, and you look to him to be some form of pseudo partner. Hence why you hang on to him telling you you were attractive. And not hanging on to him telling you he doesn’t wish to be sexually involved with you.
Take it as a friendship, no more, accept he is hugely likely to be physically involved with his partner, and he prioritises her.
If you can’t accept all he is offering, friendship only and you won’t be prioritised over his partner, then pull back.