You have allowed this to go to far, and your lack of honesty from the get go, followed up by actions would have avoided this whole situation. You sent mixed signals.
I knew nothing will work out because I knew he is engaged, yet he kept probing me, so I felt bad and told him I loved him and would want to marry him thinking that all this would come to an end. But this didn't happen.
This is where you had a chance to draw a clear line of your feelings and intentions and insisted on friendship, and not given this wishy washy feel good ego boost to this fellow.
We still meet and now he treats me as his belonging and never asks me before he touches me. This annoys me, previously we used to talk for hours and now he talks only sex with me.
It would have ended if you had been clear and firm, and not given the impression that you were still available to him. Of course he pressed you. You asked for it by agreeing to meet with him still.
I want to end it. I love him a lot and I respect the fact that he is engaged and I also know nothing can work out.
Then stop putting yourself in this position over and over again, tell him there is NO interest, and stop blaming him for your own mistakes. Further how can he be so special if he would disrespect both you, and his fiancé, and be so willing to cheat on her with you if you let him?
He is not special, he is a dog, and you lose nothing except his unwanted attentions, and this rather bad situation, that had NO business even going this far. Yes end it, and leave the dog alone. Then you won't have to be concerned whether he is using you or not.
You knew he was unavailable from the start. You could have been much clearer about your intentions, MUCH, MUCH clearer, with words and actions to avoid this whole thing. Hope you learned.
In my country its well known that you lie with dogs, you get fleas, so now you know he is a dog, don't be his friend. He is no longer special.