I just don’t get it. Why not be up front with me?

Two options:

1. If he was upfront, you wouldn't have slept with him.
2. He could have genuinely had those intentions for you, but after having sex so soon, the allure and mystery dissipated because you two hadn't created a deep enough emotional bond before having sex. It's like you want something you don't haven't but after you get it, you're satisfied and the craving goes away.

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Do we need to wait for months and months before engaging sexually with new partners to be sure they’re not just in it for sex?

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How long into knowing him did you have sex with him? Generally, yes, you should wait a good while to create a bond and learn more about him as a person (so you can also know you're dealing with and sharing your body and heart and soul with) before having sex with them. It takes a while to get to know a person, and a few weeks isn't enough. Of course, you'll know them much better a year in vs 1-2 months in, and I'm not suggesting waiting a whole year for sex, but if you are NOT looking for casual sex, then I suggest you give the relationship more time for a bond to form.