Being a gay magician is one of the most interesting jobs in the world.
The gay magician knows that audiences are aware that they are being tricked. But deep down, they also know people often want to believe that the illusions are real. So they stay. And as long as the he maintains the illusion with clouds of smoke, spring-loaded hats, rigged dice, sedated bunnies, and other things that don't make sense, the audience will commit to the aggreement. However, if the he reveals the mechanisms he uses to execute his tricks, the spectater is then overcome by betrayal that the illusion presented before them wasn't in fact real but a fantasy of how things could be.
Behind his curtain is a secret that both he and you are comfortable keeping hidden; even though, as I suspect you already know, he's hiding more than his sexuality. By asking you not to get attached, he's not offering you a choice or even the option of a relationship.
By accepting his illusive behavior, you've given him an audience to offer you any excuse or explanation he likes without giving you an opportuinity to repond. Fortunately for you, people aren't as complicated as they're built up to be. When a person is being genuine they are comfortable expressing expresses themselves clearly, which it sounds like he has by mentioning that he's not interested in growing your relationship. The illusion comes in by refusing to hear the reality of what he's expressed and instead relying on what could possibly happen if you get what you want.
He's already revealed his truth, regardless of the motivation. Knowing this, as long as you agree to be his romp on the side you'll continue to be treated as one, complete with a stage full of smoke and mirrors each time you ask for more.
This match is not playing out in your favor, especially since you both carry two different sets of expectations. It's in your best interest to tear your ticket and walk away before your feelings go deeper, or to open opportunities for other guys to enter your life who may be a better match for what you're looking for.