This is one of the more painful things to sit with, and it deserves a straight answer rather than a soft one.
What you are describing is not a contradiction that needs explaining away. It is a pattern, and it tells you something real about where you stand versus where he says you stand. Proposals and declarations of love cost an inmate nothing. They are easy to make from a cell, especially when the person hearing them is on the outside holding things together. Words are the one currency inmates have in unlimited supply.
Sexual contact through phone calls and letters with other women while telling you he wants to marry you is not a lapse in judgment. It is a choice he is making repeatedly. The pen pal pipeline into prison is well established, and inmates who work it know exactly what they are doing. They are keeping options open, filling time, and in some cases extracting money or resources from multiple people simultaneously.
You already know this does not add up. The fact that you are asking the question means some part of you has been watching the math not work for a while.
What you do with it is yours to decide. But do not let anyone talk you into believing this is just boredom or loneliness or something prison made him do. People in prison who are committed to someone act like it, even from inside a cell. Plenty of them do it every day.
You deserve somebody who wants to marry you and acts like it.