When friends get too close?

My BFF is a guy that I have talked to everyday for the past two years. We are super close and have been hooking up for the past few months. I told him friends with benefits is what I wanted and we agreed so that things didnt get complicated.

I had a date a week ago and when I told him he gushed his heart out practically begging me to be his girlfriend but I told him I didn't feel that way. I felt bad but I told him this would happen. Things got weird. He was very depressed and even mentioned he searched mental asylums online because he was so hurt. That's when I got freaked out and validated my choice. So within two days after this he suddenly meets up with this girl from the internet and he mentions they were watching torture porn together and that the next day he was going to pick her up in the morning to "watch a movie" at his house.

I have no romantic feelings but I think what he did was disrespectful? Why would he act out in such strange behavior? Help!!! Thanks!!