I haven't dated, but this is advice from an aroace person, but take my advice with a grain of salt.

It also makes me feel confused. I don't really understand how is that supposed to work?

Talk to them. Confusion is perfectly understandable. Communication is the key to every relationship.

This however makes me feel.. Upset or sad for the most part. I'm not sure if I can explain it, but it's like "if they can't love me the same way an alloromantic person would, that must mean they don't really love me and the chances are they can just leave me for another friend".

It's okay, I personally view each and every one of my friendships is unique and unreplaceable. I don't know about your Aro partner, but I'm sure that they do as well. I know all of my alloro friends do, with most of them being like that. (as far as I know)