No what you did was right. You established a boundary and are totally right. He has no right and has not EARNED the right to sleep with you, especially since he's still with OW.
Tell him that there will be no intimacy while he is with the OW. That you have to protect yourself and that while you care about him very much, you won't be disrespected by doing so.
Meanwhile, you have to stoke that fire that's been burning in him. Continue to look "hot" when you see him and make him miss you. There's no more powerful pull than to something that you can't have.
M-43 W-40 2D - 9 and 5
Emotion, yet peace. Ignorance, yet knowledge. Passion, yet serenity. Chaos, yet harmony. Death, yet a new life.