So I was recently in a somewhat similar situation.

I met 5 women via okcupid who I chatted with and had good conversations. Three of them asked for first dates, and I asked the other two out.

Date 1 was a wash. Nothing there.

Date 2 was with my now girlfriend. We hit it off immediately and there was Chemistry. We talked for hours, and she had other plans that she was late to because she didn't want to leave.

Date 3 I went on because we'd already had it planned. Girl was nice, but easy to pass on. The Next day I had plans with Date 4.

She cancelled thankfully.

Date 5 and I had plans for one day, which worked for me. Unfortunately/fortunately my now GF called me up and wanted to go out again on that same day. Fortunately the times lines up perfectly that I was able to make both dates without trouble.

The issue was I really got on well with date 5 as well. I made sure not to let things get physical (because I don't screw around with multiple women at the same time).

Afterwards I went on date #2 with... Date 2. Again we had a really pleasant time, and I got the signal, which I ignored because I felt odd having gone on another date that night.

After that I decided not to pursue number 5 again because I was really into number 2.

That being said, I think you should do the same. Go out with Betty, and see if you like her more or the same as Cathy.

If you like her more, tell Cathy, that unfortunately you don't want to see her again right now. If not, then continue seeing Cathy and just be honest with her.

My current GF is aware now of that other date. I waited until after our Third date and was honest with her because I felt it was necessary. She was cool without because it was just dinner and nothing more. Either way, as /u/basictangirl said, it's called dating. There is no expectation of exclusivity until it's stated or things get physical (Sometimes).