@fynxxx,
Why do you find it strange? You said he was trying to make you jealous - he did, and he came back to find that you were...you already know the answer, but you apparently want the answer to be different.
And why do you think he's
only trying to make you jealous? (rather than trying to sleep with both his wife, the other woman, and you?)
Seriously, forget what he's saying if it doesn't match what he's doing - that's the sign of a liar and a manipulator.
And just in case you don't join the dots - he won't respect people that believe his lies, or allow him to manipulate them. He might tell them he loves them, he needs them, he wants them, he can't stop thinking about them - but he won't respect them (ie you).
Do yourself a favour and find someone that respects you (among all the other things that result in love between two people)