Normal.
You're sad obviously because you feel like you might have missed a good opportunity. He sounds like a guy who is secure in himself, handled rejection without any issues, and without a bother found another girlfriend in just a few weeks. He also sounds like he knows how 'relationships' are supposed to work, aka he made it clear to you that he has a girlfriend now and likely isn't pursuing anything further with you because of it. Based on that small amount of intel I have on him, he doesn't sound like a bad package.
I imagine he's in good shape as well if he goes to the gym.
For your future reference:
"Dating someone" doesn't typically mean that you're committed to them. That interpretation varies a little based on the culture however. Some cultures forbid dating altogether. But in countries like the UK, dating is about getting to know the other person better. And hopefully having some fun while you're doing it, provided both the people involved are relatively mentally healthy and do not develop some weird obsessions with each other (which actually happens... often, and is not normal or good). If the dating goes well, then you hopefully establish a relationship. Only then. That's how most people do it, and that's the common understanding.
There are some people who will skew more towards 'monogamous dating' styles where they deliberately only date one person at a time, others towards 'open relationships' where you have multiple relationship partners even once they're committed. Neither of those are typical. 'Monogamous dating' is more common than 'open relationships' though.