If you told him that you still wanted to be with him, but not while he's with her, he could be thinking that he could possibly have the best of both worlds, and is trying to get in a position where he could maintain some type of relationship with you, intimate or otherwise. Sometimes this is simply a way of keeping 'control' of the other person, or perhaps he is afraid if he doesn't keep in contact with you, he will lose contact altogether. It is possible that he values your friendship that much, but the botXXXXX XXXXXne is if he cared/cares about you then he should respect you, and what he's doing is disrespectful.
You could mention to him that what he's doing is borderline stalking and that if he doesn't stop, then you will have to consider taking out a harassment/restraining order. Consider that if you've never met this girl, that it could a "fake" relationship set up in the hopes of making you jealous. Also, if he won't stop, even after threatening him with an order, then you have to wonder if his 'obsession' will get worse. If he will/can not stop, or things start to get worse, its important that you think about your safety before anything else. Always follow you gut feeling and if it feels like something is wrong, then it usually is. Call the police and sort it out later. Even if it turns out to be nothing, its better to be safe than sorry.
I welcome your thoughts, let me know if you want to talk more