Well coming from a guy's perspective here, I can totally understand why he's acting how he is. Was it hurtful to him? Probably, but at the same time I think it was very mature of yourself to give an honest answer and not subject him (and yourself) to what can commonly be referred to as "pity dating." I'm not saying his feelings or his actions weren't genuine, but still I feel that if your feelings towards him were as you say, then I think you made the right choice.
As a great (female) friend once told me after a bad breakup, "It's better to find out now than find out ___ weeks/days/months/years later when it will have certainly hurt more."
Should you pay attention to yourself and your own emotions? Yes, certainly. However, I think you should also find someway to let him know that you haven't deleted him off of your friends list. Again, talking from personal experience here, there is nothing worse than revealing that part of yourself to someone only to have them "slam the door in your face" so to speak and cut every and all past ties with you.
Does finding out that your feelings aren't mutual cut deep? It certainly does, but in my opinion what cuts even deeper
more is losing the person all together.
I think that it might be best to let things cool down a bit if you sense that he (or you) needs it, but I think it would also be best to let him know that just because you don't want a romantic relationship doesn't mean that you can't be friends. Maybe talking like old friends right off the bat is a bit much, but I don't think there's anything wrong with the occasional smile or light conversation (like the famous, "How's the weather?" type of conversations). Just take it easy and try not to rush things. I'm sure he's hurt, embarrassed, and maybe even a bit disappointed in himself, but showing him (gradually remember!) that you are still willing to be friends will definitely help the situation.
Good luck and God Bless.