She said "I don't want to lead you on." What does this mean?

unsureofonesself
I started hanging out with this lady several months ago. First off we've done nothing sexual, only contact between us has been hugs and playfully bumping into one another. She is married. Their relationship has not been a good one, and last month it was decided they would divorce. She's devastated, not so much because of the split, more so because of the uncertainty of what lies ahead. Her family was everything to her and now that's done for. Since we started hanging out we've gotten close, spent a lot of time together. I'm over at her house several days a week, just hanging out watching movies, playing around with her daughter, just doing anything. We go rollerskating a couple times a week, have gone to a few events around town, even left town for a couple of days just me and her. She talks about us going places and doing things, if she likes something says that "WE should get one of those." We've shared some really personal and intimate things with each other. There is a bit of flirting, and I believe that that we both have feelings for one another. But a couple of weeks ago she's decided she needed to get away from all this. She's moving, and after making this decision to do so she started pulling away. I know why... I called her last week, my intent was to let her know I understood the whole being distant thing, that she meant a lot to me, and that if she needed anything I would be there. I said these things, but not before I freaked out and told her that I loved her.. She said that she really enjoyed the time we had together, and she did not want to lead me on, that she was going to move. I don't expect her to stay, if anything I would be willing to drop everything to follow her. It's just not what I expected, she didn't say that she did not feel the same way. This is all happening way to fast. I found the love of my life and now she's leaving, and I don't know what to do.
She said "I don't want to lead you on." What does this mean?
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