Well I would never accept my husband sleeping in even the same room as another woman let alone sharing a bed.

Your description of his phrasing however brings me to wonder about the nature of your relationship and past arguments. If this is not the first discussion, and ensuing argument, about cheating I do in fact see cause for him to walk away in frustration. I would really then need to know the history between you two to pass a real judgement on this. What previous actions and situations have arisen causing similar discussions?