Someone I really liked got depressed and told me it wouldn't work out

Hi, so basically what the title says. I started talking to this person at the start of this year, I knew they liked me and I really liked them too, but I've never been in a romantic relationship before and I'm quite shy, so I didn't know how to tell them that I really liked them until they told me they didn't pick up on any ´romantic signals´ from me. I told them I liked them, but then we spoke for about 2 weeks and then they stopped replying for a few days and then got back to say they weren't feeling very well and didn't want to talk. I told them that was fine and that if they needed anything I'd be there for them. We didn't talk for about a month and a half after that, and then we met up again for them to tell me that they often get depressed and that I didn't deserve a partner who behaved like that constantly, so they wanted to make things right but not be in a romantic relationship. I told them that I was ok with that, just after begging a little bit. We haven't spoked since.

The thing is that somehow I feel like I won't ever feel like that with someone, that instant connection and secureness (at the beginin of the relationship of course). I know it's not true, but I wonder if there's a way of letting someone go or accept that all the love you had for someone it's just gonna stuck with oneself. I don't know how to put it into words, but yeah I guess I just feel lonely because now I no longer have someone with whom I share my life, day by day.

Thanks for reading, I know it's kinda messy and also english is not my first language, sorry.