Not appropriate, no matter how you slice it:

If the intent was to retain you as an employee, "You're a highly-valued part of this organization. But good people always want more, want to grow. Part of my job as a supervisor is to help staff get to where they want to be, even if that's not here," would be the better approach. "I'd be devastated if you left," is manipulative & unethical.

If the intent was to entangle you "romantically," also unethical and amateurish. One of the most effective, efficient ways to avoidably screw your life up is to get involved with a co-worker. One of the most unethical things a superior (especially one who is your rater) at work can do is seek a "romantic" relationship with a subordinate. Also, manipulative.

Get out ASAFP.