D.B.
A person can cheat whether they live with a person or not. So while living with a female roommate may make "temptation" much easier because it's under the same roof, the fact is that he could easily cheat if he wanted to - and that would be if he lived here with you as well as in another country. This is why the rules were finally changed to allow women in the various branches of the military - it was wrong to assume that people were more likely to cheat if women were in the same unit. I also know many people who share a house with a member of the opposite sex. It doesn't necessarily mean anything. Some people say that men even keep their homes neater and "behave themselves" more when there is a woman in the mix.
The problem is that he lied to you and hid this information from you. It may be that, financially, he had a better option in living with these particular people. Maybe he felt that you were unreasonable or that he regretted promising you he would not live with a woman.
The other problem is that you did not have a relationship of trust. From the beginning, you felt he was not trustworthy so you required him to promise you this. And he did not trust you enough to be honest about his living arrangements, or to discuss the financial repercussions when he was faced with a situation that made having a female roommate a good option. But when he was talking to you, he didn't take precautions to keep you from hearing a woman, and he didn't tell you about it. So he didn't respect you or trust you enough. I think that's the larger problem.
It must be very difficult to be so far away from him, especially while you are pregnant. I hope things work out for you.