Im so confused I just want to end it?

We've been talking for 9 months, everything was going well, we never talked about a committed relationship because he was going to eventually have to move for work. Our relationship is like good friends, like I can be myself and comfortable around him, but it's also a sexual relationship, and as usual I've caught myself having all these feelings for him. :( I told him recently because i thought he had feelings being that he gets what seems to be "envious" anytime im with other males, he always has to try and impress me with stupid little remarks or flashing that he has money but when I told him he said "I can't fall inlove with you, it'd cause too many problems" I seriously wanted to break down in tears just because I know how I feel about him :/, I think I'm going to end it considering it'll be the healthy choice for me, even though it's going to be so hard... So that leads me to my question; is that what I should do? Or should I wait to see if something changes?