Hello.

You have no reason to feel bad because you like someone who is in a relationship, because you didn’t know that in the beginning, he didn’t tell you that. So you assumed he’s single since he did all of that and you liked him. It’s fine.

But, now that you know that I think it’s your responsability to leave things as they are and not continue talking to him. Also, the fact that he has a girlfriend and still approached you, shows the kind of person he is.