It mostly depends on the details of what you haven’t said.
You’re the boss, she’s the employee-- yeah, it’s wrong to have started anything.
You’re a random guy she met at the bus stop-- you can’t figure out if a relationship has a future if it has no beginning.
Y’all are coworkers-- yeah, it’s wrong to have faked a chemistry that didn’t exist.
You’re the guy who works at a place she patronizes-- people get intrigued by each other.
Y’all go out for coffee or dinner or a movie-- fine and dandy. You can’t figure out if a relationship has a future if you don’t spend time together and talk.
Y’all hopped into bed right off the bat-- yeah, that’s a bad idea on several levels.
“Since then, a couple of weeks ago—” sounds like whatever the relationship was, it’s barely been going on since August began? Late July? Mid-July?
If you gave someone Expectations in a whirlwind romance, and then ended up dropping them abruptly and said it was all a lie-- probably not a good idea.
If someone has a mad crush on you, and you hang out with them to see if the relationship develops into anything solid and it’s doesn’t-- well, it doesn’t, and it’s better to say so sooner than later.
I had a friend once who absolutely was mad about the chase. He would spend weeks fantasizing and pining after someone who had caught his attention. He would admire from afar and write poetry and do the most elaborate things for the object of his fancy to notice him. Then she’d go out with him once— and it was totally out of his system. He’d move on to the next girl who caught his attention. And I’d be, like, “You went through all that work-- and just for one date-- and now you’re over her?! You could have just said, ‘Wanna go to the coffeeshop’ and it would have been so much simpler!” Even though I never knew any of the girls he was attracted to, I have no doubt those kinds of mixed signals were pretty confusing… someone who would spend weeks being a near-stalker, and then suddenly wouldn’t give them a second thought.
So, in the future, be cautious about sending signals that indicate a deeper degree of interest than you may actually feel. But it sounds like an unfortunate situation where one person has an obsession, but the other one just doesn’t reciprocate— and there’s never a tidy, pleasant, comfortable ending to unrequited love.