Right. That was too chivalrous of him, so there should have been an interest. So I am with Tintin on that.
But I don't have information to say whether he led you on or he was only infatuated. We all pursue romantic interests and sometimes it fizzles out. I don't think that is equivalent to leading the other person on.
Let's not paint this guy bad by saying that he led her on.
Edited to add: Spirit, if you are going to be in a friendship with him, you have to accept the possibility that he may never be romantically interested in you in the future. Would that affect you and make you feel undesired? If it would, then you should consider turning down his friendship until you are "healed".
Sorry, I am being very blunt here. I don't think you should get into a friendship if a part of you hopes it to materialize into a romantic relationship.