Because he claims not to have deleted it, you could put the heart up again and see what happens.

Personally, I don't see the big deal in a simple heart on the facebook page of someone you have been dating for a few months. It strikes me as a lovely gesture of affection. But if it truly bothers him, the proper course of action was to speak to you about it, rather than deleting it (if that is what happened) and then lying to you about the deletion (if that is what happened).