Am I overreacting????

So a little backstory I met my fiance 4 years ago and probably a year into things I found out he wasn't completely over his ex I was upset but we moved forward from it and never talked about her again shortly after I got pregnant and this year on March 2nd he proposed to me. We've been planning the wedding and honeymoon and we were happy. Yesterday we had group therapy and he asked me to leave so he can speak with the therapist about something that's been weighing on him. Little did I know he's been thinking about her STILL and never once told me or mentioned anything. I'm hurt beyond belief and it is making me sick. I called off the engagement because I never imagined someone getting married to someone who still has what ifs or thinks about an ex especially when all you have been doing is helping call vendors to hire for your wedding! I feel like a second choice to him now after 4 years of growing and building together. This completely devistates me. But did I go too far calling off the wedding? Should I forgive him and move on since he's with me? I'm confused 😔