It's Not Just Roleplay Anymore

I've been working as a bartender at this cozy little pub in the heart of town for six months now. It's been a steady job and I've enjoyed getting to know my regulars, especially one particular customer who visits almost every night, let's call him Alex. At first, it was just fun banter about sports or random life events. But then we started playing this game where he would act like my father figure in a playful way, giving me advice and doling out mild criticism when I didn't follow his rules, like not wearing shorts that were too short or staying late at work to help out more. As time went on, our dynamic changed. I found myself craving his guidance outside of the bar, seeking it whenever I made decisions about my life. It wasn't just playful banter anymore; there was something real developing between us, and now that we've both crossed an invisible line, it feels wrong somehow. This isn't something I'd ever share with anyone else, but I can't shake this feeling that maybe I'm overstepping as a professional or... am I not seeing the whole picture? What do you all think about this?