I told him I didn't want a relationship. He stopped talking to me. Why?

Anonymous
There's this guy who approached me at the gym 2 weeks ago. He's really nice and funny so I gave him my number when he asked. He took me out to a dance and he was great fun. However, he started touching me (hand around my back) etc. and tried to kiss me. I pulled away.
He still kept talking the next few days and asked me out again. This time, I told him in the politest way that I think he's a great guy but I'm not after a relationship right now, and I don't like doing casual sex.
He told me we can't be friends any more and stopped talking. He sees me at the gym, just says hi and looks away.
I don't get it? Am I not worth more than just sex?
I told him I didn't want a relationship. He stopped talking to me. Why?
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