While I'm not saying that there is anything wrong with what you want, it strikes me that you are almost unilaterally changing the rules under which the two of you have operated. He's got to being feeling both excluded and rejected.
If you both had decided to pursue separate outside relationships, I could understand your confusion. However, it appears to me that you decided on outside relationship that does not include him, and you expect him to be fine with it. I wouldn't be fine with it under those circumstances. I suspect were the circumstances reversed, you wouldn't be fine with it either.