Like another person said here; he does not have to marry his cousin or someone his family chooses for him. He can, if he is a real man, marry anyone he wants to. AND, here's the big sign, he would NEVER sleep with a woman he wanted to marry...no way. He would marry her and take her honorably as his wife in front of his family.
I would cry if I were you too. You were used and you are realizing that now. But also remember that it's a HUGE shame on him for doing this. He was up front with you from the beginning and you can listen for those signs next time. What a nice example of a Muslim man, isn't it. Shame on him really. You are not from this culture and you didn't understand. Now you do. Now things will be different for you and you can make the right decision next time inshallah.