Yeah, that happened to me.
"You don't make me happy," she said.
And I felt horrible because I really wanted to make her happy. But some little part of me that had been hearing about things like "detachment" and "boundaries" and being "powerless" realized that making her happy wasn't my job. And that being happy isn't something we can be given, it comes from inside us. We're responsible for our own happiness.
But it was still hard to see her, still early in her recovery, feeling miserable.
Your job isn't to make your BF feel better. All you can do is give him support and encouragement. But at the same time, you can recognize that your BF isn't a horrible person for wanting you to make him feel better...he just hasn't got to a place where he understands that you can't make him happy. Right?
He may never get there, but if he does, it's really a pretty amazing journey.