This is what he wants because this is where he is at now. That may or may not change as time goes by. It hurts to hear these words, we all know that very well.
Perhaps you can just let him know that you read the e-mail, that you thank him for letting you know how he feels, you are sorry that you are both sad. I don't know, this is just a suggestion. I am sure others will be more helpful with concrete advice.
