By not seeing a counsellor, who has techniques and knows the right questions to ask for healing, means he hasn't dealt with the pain in the right way. If you say you know he doesn't love you, then it's obvious you're a clutch for him. Sounds like you're his pseudo counsellor and that he is crying out for help. Perhaps in his mind, he feels that going to a paid professional means he has a problem. He sounds like he is trying to deal with anger, loneliness, betrayal all at once, and as a result, he is displaying pathological behaviour. I have a close friend whose husband died of cancer 2 years ago. Her daughters and her haven't had any counselling, and it shows. My friend drinks and takes anti depressants every day, and one of her daughters, who is studying law, has been in trouble with the police of late. The daughter is starting to display really abnormal behaviours, which will only harm her more in the long run.
You know, if your car doesn't work, you take it to a mechanic: if you don't, it wont work. You wouldn't leave the car in the garage and hope it'll fix itself so you can drive. You HAVE to take it to a mechanic. The same with our mental and emotional states. We are far more complicated than any mechanical car, yet so many leave untreated "ills" to nature. It's ridiculous. There is nothing wrong with going to get some strategies to help heal the pain of a death, or whatever the problem is. Knowing how to deal with emotional pain properly, is the intelligent thing to do. Maybe you could give him the analogy about the car and see what he says.
You can't be his counsellor, and he is being really stupid in expecting you to be. Mind you, he probably isn't consciously aware of it.
If you don't want to be with him, then you have to make that clear: not doing so is unfair on you and him. He clearly isn't over the girlfriend, and he may well never fully recover from it. However, bringing others down with him isn't the way to go.