Am I supposed to try to make him feel better now when I feel horrible?
Actually, that's pretty much EXACTLY it. It's pretty twisted, but he is playing the martyr here, and wanting you to basically "exonerate" him for what he's done, and relieve his guilt.
While we say around here that "it's not your job to punish him," (and that's true) -- it's also not your job to RESCUE him.