I first all of commend you for having such a big heart and caring so much. It can be very very very hard to end therapy sessions with someone because it is such a intimate experience from the get go.
However remember this that he is a professional and he has been through this several times before and is equipped to handle this. Just be honest going in why you are wanting to end services. Who knows maybe there is something going on with him and this will allow the opportunity for him to talk.
Once again I admire you for your compassion.