Should i continue to be with a married man?

i am dating a man that i just found out was married.and idk what to do he said that they are not together but they are still married. and apart of me wants to give him his walkin papers and apart of me dont want to let him go. there are feelings aready in place and if they not together is he still cheating?? am i wrong for not ending it on friday when i found out. cuz he still her husband.