I also forgot to say, I don't think he would cheat again with Sophie because they already experienced that 'thrill' before - they're 'old news' basically. Since he was friends with her for some time before you came along - I think it might be unfair to expect him to cut off the friendship. So my advice is, you can try to see what's his position on this, but if he's firm about the friendship - I wouldn't push it, if I were you.
Instead you could even be friends with her too. If he's willing to let you also be friends, this would show there really isn't anything to worry about. I doubt they would ever want to sleep together in the future. BTW I'm happy you didn't end up marrying the other guy.