Falling for a fwb who may never come out...

So here's the thing, I recently started having feelings for a fwb but he has a conservative family and may never come out, should I continue?

It happened last month, I bought a new toy for couples and asked him to meet me at my place. That toy has plug and the other end can follow the cock to penetrate the partner. That's my problem, I always falling on the partner because of the great sex experience. When that toy vibrated at the same time, we orgasmed almost at the same time. I feel like that seems to increase our emotional connection when he cums into me.

I calmed myself for a while, but the sex was great. And he seems to have feelings for me too. Besides sex, we had a lot in common, we would hike together and he had a great time with my dog. He would also share his trauma with me, we literally chat every day. On one hand's I thought fuck it, this is what I've been waiting for; on the other hand I was worried that it would bring him trouble, he doesn't want to come out for now as he has a very religious family.

What am I supposed to do?