Alex had been trying to ignore the fact that Zahara's love for him wasn't just some illusion or infatuation—he knew that wasn't the case anymore.
Sophie knew that as well.
But Alex still didn't want to accept her. He wanted her to move away from him, and although he came up with things like her imminent death and her complicated circumstances, they weren't the real reason for him trying to distance himself from her.
The real reason was that, unlike Lilia or Mira, Zahara loved Alex, and she was open about it. She never backed down from showing her love.
By being together with Zahara, he wouldn't be able to tell his mind that 'It's fine; she just thinks of me as a friend', or 'She doesn't even know what she's feeling'. Being next to her and talking to her would mean that Alex wanted to accept her feelings.