Well, it's difficult to know whithout having any real background on the situation.
As things stand:
1) He's with YOU, not his ex
2) He asked YOU to marry him, not his ex
It's possible he told her that you weren't getting married to avoid any potential problems with her trying to interfere. If she is still in love with him, then she may well cause problems, and he is trying to avoid that from happening.
Frankly, I would have thought you'd know him well enough to trust him and to know whether he genuinely wants to marry you or not. After all, if you still doubt him, why did you accept?
BTW is that doggie as in 'style' or the animal? :-/
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