Is it immoral not to tell a person who's in love with me that I have someone?

Hey. The question in the headline is a very much shortened version of what happened. I have been with this girl (let's call her K. Also I'm a girl too) K for like 1 year. Then I met two people, a guy (lets call him P) and a girl (ill call her J) The girl always acted weird and was very quiet. P was very persistent in finding out whether I'm gay or not. I'm in the closet, only a few people know that I'm bi. After some time I trusted him more and I told him that I am bi. Later when I got to know J I told her the same. After like 6 months of knowing each other, sitting together on lessons, going to some parties, I found out that J is in love with me. While still being in the closet with my bi-ingness and my relationship with K, I told J that I'm in a long distance relationship with someone (i didnt specify the sex) and that I'm sorry but I cant be with her. I think I was pretty gentle. Then more months has passed, we were still hanging out together. J and P got to know K. They thought that she is my friend. Me and K trusted P so we told him that we are together and we asked him not to tell J. We didnt want to tell her because: 1. I didnt want her to be hurt.
2. We had another friend which she was friends with and we were scared that she would tell that friend about us or even about me being bi. After almost a year of everything being pretty fine, J started to suspect something. She made some comments about me and K being together but I always acted surprised and tried to ask her what did she just say, what did she mean (cause she always talks very quietly). Week or two after those comments one day she just stopped saying "hi" to me. She didnt talk with me completely. I tried saying "hi" to her but she just ignored me. I thought that I'm not gonna ask for her attention just cause she's throwing a fit and also stopped saying "hi" to her. I decided to talk with P and I asked him does he know anything, why is she angry at me. He said that J said that on her birthday I went to the toilet with K and was gone for 2 hours. I'm 100 percent sure that I wouldnt do that cause I know that it would look very weird and we are very cautious with hiding our relationship. I do remember though that I felt sick after too much alcohol and I was in the toilet with K but it was maximum 20 minutes. After that I went to the room where 4 people were supposed to sleep that night, it was open doors, everyone could come in at any moment. I lay there for maybe even an hour and K was there with me. But I think its very different from being in a closed bathroom for 2 hours. I just felt very sick.
To continue, I asked P did he tell anything about me and K to J. He said that he didnt say anything but he thinks that she just thought it out. So now J doesnt talk with me and she talk behind my back with our mutual colleague. I dont need the company or friendship of J, I just dont want her to talk about me with other people and show me in bad light. I noticed that my colleague started being brittle towards me and I know that J said something bad about me but i don't know what, cause the colleague doesnt even know that I'm bi so I dont know what she could have told her. Could she be so mean to tell her about the whole situation and me being bi? I'm not sure.
So I decided to do something about it. I decided to talk to J. Today after school I waited for her and asked her why she stopped talking to me, what did I do. She said that I'm being unfair and what I'm doing is immoral. I asked what she meant by that, how was I unfair and what did I do that was so immoral. She told me that I should know that myself. I asked her "so what, I'm supposed to guess?" and she told me that I should know what I did wrong and after that she just went out of the school.
So finally to sum up: Do you think that it was immoral of me not to tell her that I'm with K?
In my opinion it should be my own choice if I want to tell someone about my relationship. Moreover a lot of people didnt know about my relationship, even some of my closest friends dont know about it. My parent know and P knows and that's all. Also I never gave J any false hopes that we might be together some time. I told her politely that I cant be with her, that I have someone.
What do you think? If you think that it isnt immoral what should I do to regain the colleague that J persuaded to think badly about me? (Considering that the colleague doesnt know that Im with K and that Im bi, and I want to keep it that way). I repeat that J's friendship is not that much importany to me anymore. She was a weird, problematic, I would even say toxic person and I dont want to regain any contact with her. But I care about the colleague's friendship. I think it's important to add that me, J, K and the colleague are together in dance classes. I could completely ignore J, but it is much harder ignoring two people constantly making some jokes about you behind your back and doing stupid faces to each other.
So yeah. Thats all. I know its a lot. What do you think?