I think the nymph already explained it. He basically fucked the nymph while thinking of daphne whom he genuinely adore with his heart yet in denial so he's surprised when daphne caught him since he doesn't plan on being caught by her. The nymph basically real talked him that he just fucked her while holding someone (daphne) dear to his heart, just like the other gods who does the same.
Just imagine yourself petting a stray dog/cat while imagining your OWN pet, then got caught by them. People tend to get nervous nor felt fear whenever that happens because they don't want their pet to misunderstand something. Pheobus basically did the same, just more worse.
Thank you very much for clarifying the situation with me. :)
Can someone explain to me why he slept with the other nymph? I don’t get it, he didn’t want her to find out and he loves her, so why did he react that way when she found out?