Who cares? Why he didn't tell you isn't relevant. What is relevant is why YOU didn't ask him if he had a girlfriend on your first walk together. If you had of asked (and he was honest) then you would have known not to do any further date-like-things with him when you were so finding him attractive.
Now you have to make sure that if you continue to do date like things with him that he:
1. Actually has broken up with her and isn't lying about that.
2. That you aren't going to be a rebound should things escalate with him.
3. That if things DO advance that you have sex for the first time after you've met his friends and at least on family member. Then you'll know for sure that he's serious for you and has really broken it off with the gf.
Look after your own best interests in the future by asking the right questions. Don't worry about what he's thinking and just worry about what good questions to ask in conversation.
“The willingness to accept responsibility for one’s own life is the source from which self-respect springs.” ~Joan Didion