No, you're not being played. He's been very clear about the fact that he doesn't want a relationship and knowing how he feels, you choose to have an intimate relationship with him.
If you want more, you'll need to choose a man who does want a relationship. If this guy gets mad about you moving on, it's not your problem. If he *really* wanted you to stay around, he'd commit to a relationship with you.
Never regret anything that has happened in your life. It cannot be changed, forgotten or undone. So, take it as a lesson learned and move on.