I agree...you didn't need to know. It seems disrespectful of your sister's memory and disrespectful of you, too, for him to tell you.

Could it be that he was, in a strange way, confessing to you? Looking for some kind of approval in order to assuage any guilt he may be feeling?

Perhaps he's not handling his grief well and is distracting himself from feeling anything at all....

Whatever the reason, I would feel as hurt as you do.

Hugs to you. I'm so sorry for your loss