If you both love and respect one another, then continue the relationship. Just so long as you both feel mutually towards one another. Besides, it doesn't have to end badly. You could go back to being friends.
Why do you feel that it will hurt you and end up badly? That can be your personal insecurity. I say continue as long as you like each others company and comfort. When you feel out of that, try to end it on a very positive note that no one of you feel bad about it. It can leave imprints of sadness and depression if you are so in love with each other.
Someone said "If it ends well, all is well" :)
Just enjoy it while it lasts.
aww just don't hurt her