Spoilers for "Endgame", if anyone cares...
The Kate thing was a real dilemma to him, and a justifiable reason for him to tell anyone afterwards that he'd never been married. He really should have stayed away from her, or perhaps waited until something else made her immortal, but heck - he was "only" 123 years old at the time and could be excused for being so young in immortal affairs. :P On the flip side, he could have done a lot better than to stab her on their wedding night, AS SHE SLEPT, after having awesome first-night sex. What a downer to wake up to that.
Duncan really has a terrible imagination when it comes to revealing his secrets - when he ended up with Tessa, he did at least tell her not to tell anyone when he SHOT HIMSELF DEAD without explaining what would happen first. She still tried, but luckily he revived in time for it. Maybe Amanda's longevity with him is rooted in the fact that he didn't have to explain his immortality with her, coming off as a jerk in the process!