Sorry you've had to join our club. 
One reason your spouse seems cold is that he has had a lot of time to process what he wants, while you have only been in the know for four weeks. 
This next will sound cold, and I know how hard it is to do when you are still reeling from the news and hurt. But where do you go next?  To a lawyer. 

Confused,
       I would suggest that you are going to need the help of a supportive therapist to help you process your emotions and work toward believing yourself capable of an independent life.  Below I'm pasting in what "Stronger Thank I Knew" wrote on another thread:

I have been working with a wonderful therapist that deals with betrayal trauma, and I would highly suggest you find a therapist/counselor who deals in trauma to help you sort through all of this. (I found mine on the APSATS website, btw.) She helped me reach a point of acceptance that has been very beneficial and healing. I had to come to terms with all that I had loss (not just the big things like husband, marriage, etc, but also things like lost time with my children as we now co-parent and I start working). She helped me accept my spouse's true character - not the man I fell in love with, but the one who lied and deceived me for 20 years. She also helped me accept (really accept) that not only did I not do anything wrong, but that if I could go back, I would make the same choices given the information I had at the time - that is how effective my spouse was in his deception. She also helped me come to terms with the fact that my spouse will NEVER acknowledge or take responsibility for the hurt, pain, disruption, and trauma he brought into our lives. I needed to accept that and move on with that knowledge. I had to accept that this will always be a part of my life. I will always have the scars from this and that cloud will always be overhead. My goal is that it becomes just a wispy, thin cloud that cannot stop the light and warmth of the sun from shining through it.

She also showed me that it was necessary and okay to take value in my worth and to stand up for my rights. In other words, my spouse has the right to change hir story, but ze has no right to change my story or my past. 

I will also say that she helped me accept all of this without ever making me feel as if I was to blame in any way. In fact, she often said, "This was done TO you by someone you trusted and depended on. Your anger and pain is normal." The position I found myself in was not my fault or responsibility. However, how I reacted to it was/is. I am responsible for my happiness. 

I want to say how sorry I am that you are going through this.  I wish it were easier too!  I wish you were not feeling like this too!  It is so hard.  It is so unfair.  it is so confusing.  It is so lonely.  It is a time of grief of all kinds.  Just overwhelming loss and grief.  Please be kind to yourself and take care of yourself.  This is hard when your world is falling apart--just do not criticize yourself when you are feeling rejected by the one who you thought loved you, and do not criticize yourself if the process turns out to be long and difficult. 

I am glad to see you are looking into talking with a therapist. As you do that, remember that you want someone who you feel a connection with.  Also, find someone else you can confide in--a friend or family member who you can trust will not judge you and will just listen and help you to not be alone.  It is important to start detaching from your husband as your primary "go to" for emotional support.  This is HAAAAAARRRRRRD!  To detach this way.  Read about trauma bonding if you can.

Please get tested for STDs.  Your husband may have acted on things already. 

Please see the "first aid" posts pinned to the top of these discussion boards.

There is a lot of support on this discussion forum.  I hope you will read and read.  One thing that has helped me is to search by topics and words related to the feelings I am struggling with in the current moment.  For me, those feelings have changed often.  So, for you: I advise you to search for and read the posts that address your current feelings, and then you will be processing those.  Then in a few more days, you may still be in the same place and can read more about the same things.  But, you may also be dealing with different feelings and worries, and then you search for the topics and words you are struggling with then. This way, the forum helps you where you are at in your grieving process. 

If you find another forum member whose insights really speak to your gut, or give you bursts of clarity, then chances are this person has other insights and experiences that will help you in other discussion threads.  So then search the forum for posts by that person.  This can be especially helpful because you can see how this person has been working through their own feelings through time. 

As you go through this whole process, please also be patient with the fact that you will end up reprocessing the same things again and again--please be kind with your self-talk.  Every new thing you take in, every new season, every triggering memory--all of these require reprocessing.  And they require reprocessing based on the place you are in in that very moment, which is different from where you were in another moment.  You are re-creating your own narrative of your past and of your future.  This is a lot of work.  This is normal. The circular nature of it does not mean you are stuck, no matter how stuck you feel.  The circular nature does not mean you are mentally sick either.  Just allow the feelings and the work without judging yourself for them.

I have also found it really helpful to realize that my mind, emotions, and body understand things differently, and they are not always in sync.  I may really get something in my head, but not in my heart.  I have also tried harder to listen to my body, and to see my physical symptoms as telling me something that I need to really "listen" to. 

Sometimes when we have been in a straight/gay relationship, one of the things that has really suffered is our general sense of reality, and our general sense of listening to and trusting our instincts. It may take time to get in touch with your inner voice again--and it may take time to have confidence in your inner voice again. 

I want to comment on a few things in your post. 

1. Being friends.  This is a huge blow for sure.  This is a common theme for many of us here.  For some of us, it really is true:  our spouse who comes out really has been a friend.  For others of us, as it goes along, we realize that our spouse has not really been our friend--we end up re-evaluating their behaviors and see things differently as we process our grief.  So, for some of us, we really are losing a friend.  For others of us, we are losing a person we thought was our friend--the person we always went to--but as we re-evaluate, we realize this person never really was a "friend."

2.  Honesty and ending things is better than distorted reality.  Although this is a huge blow to you, and although you may learn additional things in the future that change this, it is overall a kind and honest thing for your husband to tell you this.  Many of us have been in situations where our spouses are obviously gay and wanting to explore, but they also want the benefits of being married to us.  So they stay in the marriages and deny their actions, or ask us to make compromises, or blame us for their wanting other people.  All of it is destructive. However, I believe that your husband's honesty is a gift to you for your future.  You are losing him and all your plans for the future.  You are afraid.  But you do not have to dig through the crazy world of your husband trying to convince you he really wants to stay married when he really does not want you.  Those straight spouses in that situation end up having to initiate divorce and even get blamed for the marriage dissolving because the gay spouse will not own their actions and attractions, they will not be honest.

Read this article!  A lot of us have been recommending it back and forth lately, and it is so helpful:

https://www.nytimes.com/2013/10/06/opinion/sunday/great-betrayals.html