What does it mean if he says he loves you with all his heart and is intimate with you and tells you he never wants to lose or hurt you but doesnt want a relationship?

He's full of it or doesn't know the definition. If he cares, sees you on a regular basis, and you are intimate, that is a relationship. he just doesn't want you getting too serious. Find someone who does and don't have sex unless they want a relationship otherwise, you're just a booty call.