Walk away or stay

I made the mistake of not asking where this relationship would go. I have been thinking for 5 months that I was talking and building with this guy. We gained a really close bond, talk everyday, see each other every week. To the point where it just felt only right to take things to the next step.. for the simple fact that we clearly both have eyes for each other. So I finally put my big girl panties on and had the serious conversation about a “relationship” and this is what he said:

I told him I respected him for his honesty, and if that is what his intentions are then I can’t be mad.... But I’m so stuck on what to do next.... and for some reason I feel like I got my heart broke when I didn’t. Ladies advice please.