How to handle this situation about my Fiance having a crush?

Hi, i have been with my man for 11 years now ,we have 2 children and im pregnant with baby number 3 due in 4 weeks, he is 30 yrs old and im 28, yesterday my man went over to drop our kids off to my 20yr old sisters place,whilst there he shocked her by confessing that he has a crush on her that he has for a few years, that is not sexually attracted or anything like that though but that he thinks she is a lovely person, loves spending time with her, is pretty and that it upsets him to see that she is in a bad relationship with her partner and that she deserves better, my sister was confused and invited me over there today and told me that he feels this way about her, It was really embarresing for me, i was put in an awful situation and felt immediately sick, and its already bad enough that my emotions are all over the place being pregnant, I got home to face him, where at first he acted like nothing was going on and then cried got upset and basically explained to me that its more innocent thaan i think and he is confused about his feelings towars her as he's family life was screwed up and he has never felt love for his own sisters infact he hates them, so he told me that the way he felt about my sister caring for her so much he feels thats his kindness and love towards her was too strong for a sisterly brotherly thing so came to the conclusion that he had a crush on her, he told her all this too, i dont know what to think though, i feel so differently about him now, i feel sick cant eat dont wanna sleep i feel humiliated, what advice do any of u have? thanks