I don't see that as cheating if you had broken up.

As for the relationship, you really do need to think about you first. As you siad you shouldn't stay our of pity. In the long term, staying with him if you don't want to be in the relationship is just going to make things worse. Maybe a break could be a good thing if you talked about it first and came up with some guidelines and reasons. Eg, are you going to date other people? Are you going to stay in contact during that time etc. Sometimes it can really help yuo work out your priorities and whether you should really be together.

Good luck with it all