I felt guilty about utterly lying to him when he asked if I was interested in dating him if he wasn't dating a girl.
So... You came out to your friend after previously telling him you were interested? Was this in public/in front of your other friends? If so he's totally justified in feeling hurt.
If you told him privately, he's probably just embarrassed. Possible reasons:
he feels bad that you lied to protect his feelings
he thinks your coming out is another lie to protect his feelings
he is embarrassed to have read you wrong
he feels inadequate for not being an exception to your asexuality
he was really invested in a date with you and doesn't know what to say now because he totally planned on his crush being mutual
he's not used to being around anyone who isn't 100% straight and feels awkward
he's being dumb, doesn't handle rejection well, and takes it super personally
I would give him a few days and then message something like "Hey, sorry about the other day. I wasn't ready to come out to you before, but I really like you and wanted to do the right thing and not lead you on. Now that you know, can we still be friends?"