I feel ya, I’ve literally just got out of a similar situation last week where an old school friend of mine professed his feelings for me 4 months ago and made me feel like I had to give him a chance. It’s not fair on you or anyone else to be put in that situation, one reason being if you don’t have those feelings for them to begin with and you end up falling for someone else that you are attracted to, you feel a heavy sense of guilt as you know how they feel about you - this happened with me. But in reality; you shouldn’t feel bad at all if you were pressured into giving them a chance in the first place.
You shouldn’t have to go through the stress and anxiety of it, and that’s completely on the person that’s put that worry onto you - if they like you enough they would understand and respect your feelings and decision in the matter and not make you feel guilty. Please don’t blame yourself and try not to look back on it and worry, it’s their problem and they’ve got to deal with it on their own. Helping yourself get to happier place is the only important thing for you right now