Felix didn't want before to manipulate Selphie's emotions. He saw it as somewhat of a personal invasion...But now that he was planning to leave this universe and had no idea if he would ever return, it was far cruel to leave Selphie in this state.
Elves could genuinely love only once in their entire lifetime and that's why they were extremely picky in their love partner and why their birthrate was incredibly low.
Felix knew that if he left for the eternal kingdom, Selphie's obsession with him would get only worse and worse until it would ruin her life.
He considered her as one of his dearest friends and refused to let such a fate befall her.
'She is a kind girl who deserves to be happy and as far as possible from my life.'
Felix wasn't even sure if he would make it out of this alive and he had no interest in bringing his friends into his mess anymore.