The cheating was one thing - staying alone (or not) after her death is another. The issues are not really related.
Most people would be hurt by their partner cheating. Some people stay and work through that and remain "in love" or rebuild their love and relationship. Others split up.
Everyone is an outsider to anyone else's marriage relationship and to make judgments is to assume that we know another's heart, mind, motivations - even when it's nothing to do with us. SHE saw fit to stay with him - either forgiving him and loving him anyway, or just suffering with him - I can't say. But they stayed together for years after he cheated.
As for his "promise" - he didn't "promise". You said that he told her 'You're the only one I could ever want.'" What was he supposed to say to his dying wife? "Can't wait til you're gone!"? I don't think so. Maybe he meant it when he said it - he couldn't foresee that there could ever be someone else. Lots of married people can't imagine that they would ever find someone else if their spouse died. But most spouses don't want to doom their partners to loneliness and wouldn't expect them to stay alone. Love looks to the well-being of the other, not of the self.
I agree with you that a couple of months seems quick, but I wasn't in THEIR marriage and I'm not in HIS shoes now. Some people feel a real need to have "someone, anyone" there for them and they move on as fast as possible to fill the gap. And it could be the "rebound" thing mentioned by someone before my post.
I'm sure it's upsetting for your fiance. Hashing over the past cheating incident and pointing out how wrong his dad is now isn't going to help anyone, imo. Perhaps your best bet is simply to listen and be supportive when your fiance talks about things because right now he is grieving the loss of his mother. I imagine he'll appreciate it if he doesn't have to feel that his dad's a being a big dimwit cheater into the bargain.
My 2 cents.