Unsure if this is love and what to do.

Don't worry, this isn't a post about a toxic or difficult relationship. But you should probably not read this if you have a low tolerance for cringe.Situation: Me and this guy (we're both furries, not sure it matters) have been talking for a year now. I've never really seen him as more than a friend, but he asked me to date a couple days ago to which I positively replied. We've been online role playing (cringe alert) since the beginning, as many furries do. Just simply gentle stuff, cuddling, sometimes sex.The problem: He's in the US, I'm in Europe. This is also the main reason I never wanted to think of him more. He is also a couple years younger than me, 18, while I am 21 (not that that's a problem though). Unfortunately however, as caring as he is, he is also very dependant on me, and it would hurt him greatly if I dropped him; he's expressed many times that he has struggles in his life and no quite real friends besides me.Now, as many guys do, I've been craving physical affection for years, which is only partially satisfied by the above mentioned literary role plays. This, of course, can't be fixed in a long distance relationship such as this, and we are far from able to meet each other for many years to come.Now my concern: I'm not sure if I really love him. We've spent so much time together "cuddling", but nearly no time of that was spent talking about interests or things we may have in common. I feel like I hardly know him, but since he's the only person I can talk to about my problems, I keep being around him. He gives me affection, hugs, cuddles (albeit all virtual) and it feels enjoyable, but I fear there's nothing more beyond that.The reasons: I certainly think my chronic depression is a big factor in why I keep coming back to him and why my brain thinks he'd be so good as a partner; he's just very supportive. He makes me feel wanted, when nobody else does, he's literally the only person I consider a friend. So, of course I would use him as a shoulder to lean on, and the same way I listen to him. I just don't know if I really love him.My goals: As mentioned earlier, what I am really aiming for is real, physical affection. An actual relationship in real life, not a long-distance, online thing. I want to find a boy for myself, hug and cuddle and kiss him. I want to feel what real love is, the tingling sensation in my stomach and be with someone that I can see and speak to daily.I am a little socially anxious however, so if anything, I would start getting to know people in my area over an app (another scary thing, because I know a lot of people are creepy and many won't resonate with me). I've never had an actual relationship, I've never had anybody like or love me and pretty much nobody talks to me. I'm by no means unattractive, but as it seems I'm not desirable either. I am openly gay, but definitely don't look like it and don't shove it in people's faces either.My question is now, what do you think I should do? As I said, I'm 21, looking for guys within 2-3 years of my own and people that will be able to fulfill some or even most of my needs. Of course, I want to give back as well, caring is a fulfilling act. (As a side-question: I do believe I'm asexual, but homo-romantic, butt-stuff isn't that great to me, but I would perhaps endure it. Are there guys who can deal with this or is it a no-go?)I'm just scared I will hurt my currently best friend (or pseudo-boyfriend) so much he'll fall into a deep, dark hole if I told him (I wouldn't tell him until I actually have someone IRL anyways).- Ero