Am I wrong for feeling this way? And should I tell her?

I’ve been married since I was 16 because my “husband” joined the army. We split up for a little while (while still married) to learn about ourselves since we was so young. Well he got a “girlfriend” and I asked for a divorce, that was about a year ago. We since met up and hooked up he told me he was kicking her out. Our divorce was finished the 21. We hooked up dec 6th and he said he wanted to work it out and me move back with him. I’m now finding out that she’s 21 weeks pregnant. So he got her pregnant WHILE WE WERE STILL MARRIED, but he told me if I ever slept with someone he would get me in trouble from the army.. I feel so betrayed. Am I wrong for that? I feel bad for even sleeping with him. He told me they wasn’t together and forsure never said anything about her being pregnant.... should I tell her?