Painful. I don't know your therapy story. As to whether the guy has led you along. Or friendliness has mistaken for more.
It's possible to be cared about and still refuse friendship. Especially in this situation.
If his inconsistent then not much point continuing with him.
If it's, transference, then this is just part of the work.
As I say. I've only read your words. Transference can blur our reality.