Hm, I will try to explain it another way: Alex said what he said to me because I carried empathy to an extreme; I used to feel like I was obligated to "fix" other people's emotions. This feeling made me hesitant to get closer to him, because I thought I was going to have to spend lots of energy on "fixing" his, if his feelings got hurt. Meanwhile, he was simply trying to remind me that it wasn't my job to "fix" his feelings in the first place.
Or, in other words: it's good to be caring, but at the end of the day, other adults are responsible for handling their own feelings. So if you've done your best to be kind and (politely) honest, but someone gets upset anyway because they didn't receive what they wanted from you... then THEY are being childish, and YOU don't owe them anything extra. (You already gave them your courtesy and honesty, and that is enough.)
It is WONDERFUL to think of others' emotions! That's a sign of being a kind person. Don't stop! The key is to be able to know when you've done as much for others as is reasonable, and then to trust that you're allowed to set a boundary there... even if their emotions have gotten negative. ;)