This seems very complicated but you should do what you think is best. It is very difficult to separate once you have spent extensive time with someone. You should ask yourself in this new dynamic what purpose the relationship serves, what is the cost of this relationship and if the relationship is worth that cost. You may find that the benefits of having him as an affair is not worth the sacrifice. The decision is yours of course. What is the benefit of him being in contact with you and also him finding himself in new relationships. This is a difficult position to be in at best. As you proceed with this he is going to be in different types of relationships including possibly finding a long term partner.
You always have to ask yourself what the cost is to you not the cost to him. In addition to the changing roles you also have to ask yourself why he doesn't show his emotions to you. Any romantic relationship has to contain this emotional bond. Two people have to communicate their feelings and where they stand with each other. If not then you have to ask yourself how you see him but also how he sees you. If this is purely sexual for him then the cost of being vulnerable may be too high.
In the end you have the ability to say if this will or will not continue. You have part of that decision too. If he is not willing to share his feelings then you are taking a huge risk. I would decide the future of this relationship based on what purpose it fills for you and if that is enough to continue this for the long term.
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