He thought he would lose me as a friend if we didn’t date …
Did you ever make mention or hint to him that he would lose you if you didn’t date?  If this was never discussed and he formulated this in his own mind, he isn’t ready for a relationship.

I have seen what a dating relationship with him could be like …
What have you seen?  Based on what you have mentioned, he appears to have some fears that need to be addressed and isn’t sure as to what he wants.  Are you selling yourself short of what you want and deserve or what is God’s best for you?

I have deeper feelings for him …
What kind of feelings?  What are those deeper feelings based upon?  It sounds as if you both enjoyed each other’s friendship and companionship prior to establishing it as a “dating” relationship.  Since you called him your “best friend,” I am assuming that you have spent a great deal of time with him in person and on the phone and as a result, you may have grown close to each other in ways that resemble a dating relationship.  However, a relationship should be based upon honesty, trust, values, and communication.

I am angry because he didn’t give prior thought before asking me to date him …
Again, this comment leads me to conclude that he doesn’t care about you or your feelings.  Why would you want to be with a person who puts his feelings above yours?  Do you think that will change once you start dating?  Do you think that will change if you get married?

How did the discussion of dating come up?  Was there any talk about what would change going from a friendship to a dating relationship?”

I have found Christians to be some of the most dishonest people I know.  Not because they steal things or take advantage of others, but because they lie about their feelings. 

— Donald Harvey, Ph.D. in Marriage and Family Therapy and author of Lovedecisions

As Christians, we often hurt ourselves and others in relationships by not being honest about our feelings.  Paul tells us to, “put away falsehood and speak the truth with one another” (Ephesians 4:25).

Back to your questions of what you should do and should you walk away from the friendship?  I believe only you can answer these questions for yourself, after much time in prayer.  I also feel that you already know the answer.

SHE SAID:  Speaking the truth in love.  That’s Paul’s instruction to believers in Ephesians 4:15, right?  It’s how we grow together in the faith and how we are unified as members of the same body.