You don't have sex with someone because you feel bad for them or "they" need it. You do it because you want to and the feeling is mutual. One can have friendship with the opposite sex, even a close friendship, but it does not have to involve having sex with them or doing them a favor. Your "friend" is out of bounds but you have not been clear either. Make yourself perfectly clear and take the advice of keeping your clothes on. If he still cannot tolerate being just friends, let him go.