I would say just keep moving forward as you are if you can handle it. If you enjoy spending time with him, then keep doing it. If you enjoy sleeping with him (um, duh!) then do it.
There is of course history there but relationship-wise, if you were seeing/dating someone new, not Gabe, you would still be taking a chance by giving someone a piece of your heart, a piece of yourself. Mr. New Guy could also choose to walk away. One thing I have learned from this is nothing is guaranteed. I hear young people around me (20-23 yr olds) saying, "I can't wait to get married to him so we can be together forever", but statistics--and US--show that isn't always the case!
So there is never a guarantee that the guy you are with will be there forever. The difference is in this case you would have to counce back from a second time losing the same person.
If you are willing to chance it, then do it! At least you are MLing and hanging out together which is more than Dan did when he 'came back'...