What he took her out once for a casual dinner to cheer her up and decided to join her as a dance partner for a competition?
His lying not good but it's to avoid a jealous GF not to hide something bad, out of force of habit from his past experiences....but that's my opinion. Like I said there is no actual proof of anything....and if it is as serious as you are all saying then it's a matter of time he's going to break up with her then....but the question is why has he not done it? He has has plenty of time, and she has long ended her relationship.
There is no point in arguing whether he is cheating or not....the OP doesn't like his behaviour, she got a over whelming vote he is hiding an emotional affair, so there is only one thing she needs to do....leave him.