For me I'm still confused what does he mean, I need closure.

There are many expression form men language that I don't understand and I will never do, probably. 
I decided to implement the direct style in my relationships, that's easy to understand and is based on actions instead of words. Based on that if a man tells me: "I don't want you to forget me", but he doesn't ask me to stay, or show me with his actions that I'm important for him and he wants me close, then I'll understand that he is selfish and he is talking a nonsense and momentaneous language motivated by his ego, and I'm not important to that person. So of course that I will forget him, ill run as fast and far than I can from that person because he is not good for me and if give him the chance he will hurt me at the end.