Let me go over the facts....
Your broker should have informed if you would or would not need to pay a fee in advance. He should have mentioned if you are seeing No Fee apartments, where his fee is covered by the landlord/leasing office or if he's taking you to see apartments where a fee is involved. If, in fact a fee is involved, he should have disclosed that fee before taking you to see that apartment to make sure about you being comfortable with paying one.
Your broker whoever he, also should have confirmed with the building if what he was about to show is AVAILABLE or NO LONGER AVAILABLE. Not take you first and then when you fall in love, he decides to check. Maybe he likes doing things in reverse?
If he was doing his job correctly, under the assumption this apartment is no longer available, he should have offered to show you other places, or you could have demanded it. I don't blame you for not doing so; he's not someone you want to continue working with.
Go ahead, sign the lease. Like you said, the matter is closed; he confirmed that this apartment was not available.
As for legalities, the only thing I can see happening here is if he somehow registered your name at the building as his client. I wouldn't be surprised if he didn't do that.
Ask the managing or the leasing agent in the building, and tell them exactly what happened that he misrepresented this apartment as being off market when it's actually on the market.
Enjoy your new pad.