maybe they don't want it to get out because their parents don't want them to date or maybe they don't want people to gossip about them or maybe they feel like it's no one else's business, or maybe J was trying to spare your feelings by not wanted people to know...you found out, but maybe they didn't want you to find out because they didn't want to hurt your feelings.
whatever the reason is you need to respect that, not everyone shares the same feelings as you about keeping relationships private, and as hard as it may be to get over J, just let it go, move on, you'll find someone else.
i think you just need to take a step back. breath, look at the situation and realize that everyone has the right to do whatever they want in their relationship