Why does this hurt so much?

Falling for someone that you've not had a relationship with means you've fallen in love with the "idea" or "potential" of being with him. You have to respect that he has his own demons that he's dealing with and ideally God would ask that you pray for him and that he works out whatever it is that plagues him. Realize that your future and relationships are not yours to control, instead ask God to help you focus on putting your relationship with God first and ACCEPTING whatever it is that God has planned for you. Realize your role may have been just to inspire this person to overcome their fears, not necessarily to be his girlfriend. You can't FIX anyone and you'll sacrifice yourself and your beliefs if you become co-dependent on his actions/feelings. Realize you have all you need right here right now and stop seeking more fulfillment, especially from another person. When you find the right person you won't be agonizing for them to return feelings because they will be strong in their convictions and strong in their self confidence and who they are.