Well as long as you know that he can't run off with her because she doesn't want to, you have nothing to worry about.
But keep those letters anyway. They can come in handy with two faced people.
Hard to say, maybe he really does love you but is trying to keep the other girl around as a back up. Maybe he hopes that US Citizenship will impress the girl. (
www.bride.ru or is it
www.brides.ru (can't check at work..would be creepy)is a prime example of how impressed Russian girls are with US citizenship)
Oh and don't worry about the "virginity" thing. I don't think most guys care if they lost thier virginity to the girl of their dreams or a $5 hooker - as long as they lost it.
Seriously though, if the only thing you're worried about is "living a lie" get over it. There is nothing you can do to find out the "truth". I feel that in a relationship, the truth is what you make it.