struggling first relationship

My SO and I have been together almost a year and he has been living with me for 3 months now. He's recently been talking and seeing another girl for about 3 weeks now. He told me this himself and has admitted to sleep over at her place and everything. He tells me that It's "ok" and that he's "not going anywhere." On a personal level, I cannot compromise with this knowing that he's spending nights and the girls house and doing whatever he wants there but he expects me to be cool with it and not to worry because no matter what he's still going to come back to me because he cares about me and says that I'm more important than any girl that he ends up messing around with. So I said well if that's the case then you can choose who's more important to you. Me or her? And all I got in response is "don't play yourself." Really? fucking really?!!! If he really cared he would've made some effort way more than just a 3 word text. So I told him well I guess I know your answer. Good night and good bye. What are your opinions on this situation? I know what I did was the right thing but even then it's hurting and don't want it to be this way but why should I put any effort in when he made no effort himself??