Well he doesn't have to be attracted to only men or only women, so while it might be surprising that he's in a relationship with a woman now it shouldn't be a shock. How did you feel in the past about his boyfriend(s)? Was there any sort of jealousy there along the same lines: "why did my friend fancy that man over me?"
In terms of the change in dynamic, it's difficult to relate exactly but the closest situation I have would be with my two best friends, both girls (well, now women I suppose), one of whom is now married but I see regularly. We're very close and thus far she, me, and her husband are able to maintain relationships without any messy love triangle emerging. In the beginning it was perhaps a bit more difficult because, yes, her new-found boyfriend/ fiancé/ husband did change the dynamics, but these things settle down fairly quickly. Give it time, give them space, be there when he needs you, and try not to worry about it.