FWB problems..

I've had this "friends with benefits" off and on relationship for about a year now .. 
He recently has gotten a girlfriend,
I'm not sure what to do now because he still wants to continue the FWB thing ..to put it bluntly, he still wants to have sex. 
​I feel awful, there aren't any feelings there but the sex is great so it has continued a bit.. 
​How do I go about confronting his gf? At times he has hinted that she knows and is fine with us having sex but I find it hard to believe..
​Advice?