Is weird to only come out to part of my friend group?

I (23 M) am Bi and have a big friend group I met in college.

I have been running into a conundrum because of my situation, and honestly, it's been eating me up inside (almost coming in waves of just absolute dread). I am also in a long-distance relationship with a guy that none of them (or anyone in my life knows about.)

There are some of them that I know would be completely fine with me coming out to them, and nothing would change. However, one of the guys who I consider one of my best friends, I am extremely worried about how he would react if he found out. I don't think he'd be cool with it, and I'm worried about ever coming out to him.

Is it wise to only let a few people in my friend group know about this and express to them my wanting to keep it private, or do I just keep this to myself? I've been trying to deconstruct this in therapy, but I feel like I'm just walking myself in circles. Eventually, I feel like I'm going to be backed into a corner and it's going to blow up in my face.

I'm so scared. I don't want to lose the people that I have in my life. I know people say, "oh you wouldn't want the people in your life that won't accept you for who you are," but I did not have anybody before this. I never thought I'd have a friend group like this. I'm almost content with keeping this to myself if it means that I get to have this friend group (which I know is an extremely selfish thing to say but I'm so stuck).

I just need help.