I realize so much is about the confession and then the subsequent rejection, but I also want to address other things that came up...
He's realized he really does have feelings for Chitoge. He has to come to grips with them alongside his feelings for Kosaki. He is continuing that resolve to properly, seriously consider his own feelings for these girls, just as he has for Yui.
He told her what was in his heart. In time, he will tell the same to the others. Hearts will break. This is inevitable.
And Yui stole one last kiss, through his blanket, before she gives up completely on that feeling.
This is beautiful tragedy.