Playing as different gender in MMO game, is that bad habbit?

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At first i have to tell u that i like to play as a girl in MMO games. And on my last game i have someone fell in love with me. Well, i thought that he did that just because of some items that they give only to the character that has boy or girl friend in game. But i was wrong, he took that seriously. Today, he broke up with me in game, and said that i was lack of showing attention and give love to him. I wanted to say that im a guy, and it feels strange to be say such love words to him, but then i thought that wouldnt be a good time to tell him. Yet i still feel guilty about my habbit. Do u guys think i should stop of playing female character? Please, share ur opinion