Actually the way he behaved was the professional way. There are rules (particularly within agencies) about how the REA's must proceed when faced with these kinds of situations. He possibly should have contacted you as well to explain the situation, however, his agency may have rules restricting that too.
If I were you, I would sit down and read through the terms of agreement you have with your current REA, particularly in regards to termination of their services - you may not be able to give them the flick and hire someone else as easily as you think: most agreements will have terms of 'exclusivity'.
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