Why is it some men can show so much interest in a women and then take it away?

This guy I really like has shown me alot of attention the past couple of months and even invited me to a party. He truly, truly touched my heart like no one else has. Once at the party he'd come out for a smoke with me and chatted a little but totally refused to dance with me and avoided any close contact. So now how do I deal with this? I feel so lost and confused. He won't explain anything, instead he changes the subject and walks away. Is he interested or just leading me on? He has not come out and said he's not interested but at the same time his actions tell me different. Is it worth the heartache? and why do guys have to be that way? If you're interested then show it.