Hard to tell someone I don't want to be with them

Yes I'm open to advice on this and I pretty much know what people will say but I need strangers to tell me tbh.

Sometimes when I start to talk with a woman or I'm in a talking stage with someone, I tell them I'm not interested in any relationships at this moment. My mental health still needs work and I don't want to put anyone through the headache it is to be with me. But within the last month I met someone, I met someone who I enjoy speaking with. She caught feelings for me quickly but I didn't. I still talk with her and I've been open and honest about how I feel towards her. Sometimes it's like she takes it in but still doesn't want to believe so.

It may be disregarding my boundaries I set forth but I still can't tell her I don't want to talk to her anymore. She is a deeply hurt person because of family. It makes me feel horrible to basically abandon her. Yes we've been sexually involved and I didn't think in the beginning that would make things more complicated because she wasn't expressing how much she liked me. I cried the other day because of how bad I felt thinking of letting her go. I know it's the healthy thing to do for both of us but it's taking a toll on me. I have summer time depression and she's been open about her trauma, so was this whole thing was a trauma bonding experience?

I've had moments where I blew up on her and told her that I didn't like how obsessive she is. She still talks to me no matter how mad I would get sometimes. I know that's a red flag. This also isn't the first time a situation like this has happened with me. I just want to be alone sometimes, no actually he majority of the time.