I mean, this is just a thought, but maybe you could bring this up with the therapist or whoever runs the group? I don't think it's appropriate in the first place for him to have asked you out given that it's a group therapy situation. That's how it was framed to me in the past when I did group therapy. That we couldn't do relationships with the other people at least until after the group was over. Sure, you can make friends in group therapy, but honestly, when I did it, the purpose of it wasn't to make friends. I don't know if that helps the situation. But if you feel uncomfortable with it, I would talk to the head of the group (i.e., therapist) in private about it and see what they want to do about it.