Friends with benefits, should I keep it going or stop it?

So I am in a sexual relationship with a guy I know. He is amazing and he is a good friend. We play video games, watch movies... Have sex then watch more movies. He wants to start taking me on dates but told me (when we broke the strictly friendship for the friends with benefits relationship) that he wasn't seeing a serious relationship developing between us. But lately he has been taking me out a dates. Haha he is so awkward but confusing. I like him and kinda wanna be with him and we are ALWAYS protected, what should I do because I don't wanna share my feelings and get shut down.