The least you could do was to realize that you will be breaking this man's heart so you should, at the very least stay away from group functions where he'll be with HIS friends until he's at least somewhat indifferent to his feelings for you. He's going to need the help of his friends keeping him busy and cheering him up and he'll hardly get the benefit of that support with you honing in on his therapy sessions.
“The willingness to accept responsibility for one’s own life is the source from which self-respect springs.” ~Joan Didion