Guy im dating says he may leave me one day because he is muslim

I started dating a guy back in February, right before Valentine’s Day actually. He was a friend of my cousins, and he told my cousin he had a crush on me etc.. we started to text and he took me on a date, we were kinda inseparable from there. I’m a Christian, probably not the super heavy kind, however I do pray, and try to live a kind and generous life. We are both black btw, I felt the need to throw that in because when I mention that the guy is Muslim people think he is Arabic. On our first date, he did explain to me how he converted to Islam. I asked a few questions out of curiosity (my dad converted as well during his time in prison) and coincidentally, that is where he converted as well. He did something stupid that got him locked up & I don’t judge because he grew up in the projects and just made bad choices when he was a younger. He had two kids by the same girl, they seem to co parent well. He just seemed on a positive path from what he explained to me, and he wanted to pursue me. Things were fine until we had sex, I got pregnant, and miscarried. What I thought was my period was not. It scared me, and when I explained to him what was going on, he didn’t seem to care. He was very nonchalant about it, and to be honest it really broke my heart. I am not dumb however I do not know all the rules when it comes to Islam, he made it seem like it was okay for us to be intimate but then I read and did research on my own to find out for people who practice Islam it is VERY bad. Some days went by and I explained to him how him just watching me suffer and be alone during my miscarriage really hurt me, he took me out to eat to make up for it. However, during dinner all he talked about is how he isn’t supposed to date he not supposed to be with me or anybody that isn’t Muslim, he’s going against many things when it comes to associating with me. And how one day he may “change” and be done with me. I felt crushed because that couldn’t have been a more terrible time to want to explain that to me. He expressed how Ramadan was coming up and he may change. My thing is Why bring a innocent person & their feelings into a situation where you know you shouldn’t be pursuing them..just to hurt their feelings? He barely talks to me now, & honestly I just feel used. I feel like he thought I was cute, he was probably lonely, thought he wanted to date me but realized how bad it was to do so, and now is telling me any day he could leave. I feel like I should just do him the favor and just walk away on my own. Or ghost him, because this whole thing is depressing and confusing to know someone thought you were good enough to mess around with but not good enough to fully pursue because of their religion when they KNEW what they were doing was wrong in the first place. Idk how to proceed with this because I am still hurt over dealing with the miscarriage by myself and now this...