It's not the end of the world (although I'm sure it feels like it). Also, like stormy said, you're NOT the only client to have done this, so in his mind he's more than likely not seeing it the same way you are.

It's AWESOME that you had a great session! Sending him a friend request in no way, shape or form negates that. In fact, I think it makes perfect sense that you would want to after a great session (I know I would).