Ethics: Is it ethical for a professor to conduct research using a student's ideas without giving them credit?
On more than one occasion, a student has pointed out a resource to me that I am already familiar with. In those situations, I always thank the student but don't always mention that I was familiar with it. I don't lie and say that I hadn't seen it before, but see no reason to bring it up (since doing so might make them feel slightly disappointed). If it is open data which has relevance for their field of study it is quite possible that they were already familiar with it. Perhaps in their e-mail they meant that they were unfamiliar with a certain source that contained the data, even though they were familiar with the data itself from another source (such as, from research colleagues who presumably were aware of the source).

The fact that he published a paper several months later is strong evidence that this is indeed the case. The time frame seems too small for him to have begun the research after your email exchange, found something which was publishable, written the paper, and gotten it through peer review. Obviously I don't know the specifics of the case, but I find it implausible that he was unethical in the way that you claim.

I don't see any reason for you to switch advisors. If you unjustly accused him of dishonesty, the real question is if this advisor would still want to work with you as a student. Unless you have evidence which goes beyond what you have communicated here, an apology might be in order.