How do you deal with very confusing situations related to people you are interested in, but have chosen not to put a label on your relationship?

There is this guy who is majorly important to me. I’ve considered him a FWB before, but he seems to believe we are more than that. However, he doesn’t want to put a label on our “relationship”, which he insists we have… a relationship? Is this just some special friendship or what? And what am I supposed to make of it? He tells me that I am more than a girlfriend to him, yet he seems closed off to the idea of considering me one. How do I deal with this? It’s really painful. I love him, but he is incredibly confusing and it breaks my heart. :(