I guess I'm one that would rather make the first move than wait for someone else to do it. Meaning I'd sooner ask him what his deal is and tell him how I feel than wait for him to come around.
And I'd be upset, too...
Do you know for sure he went out with this person or is it just assumed based on what he said and him leaving? Until he says that's what happens, no sense getting upset that that is it.
I'm not the best to answer any more than that, but good luck!