I'm in an ( illegal) relationship with an older man

I'm underage and he is like a father figure for me. A sexual relationship would be illegal and I don't even feel attracted to him in that way but I want to make him happy. He isn't a pedo or pressures me. I love him very much, he takes care of me and does things for me that my emotionally and physically abusive parents never did. I don't want to have sex with him, I don't want to destroy my illusion of a father-daughter relationship of us. It would be my first time and I don't know what I can do now.