Mark,
it sounds like maybe things happened too fast and that they regretted what happened. Like they were found their senses back or something, buyer's remorse is what I think you could call it.
Probably you skipped an important phase to get to the point of a budding relationship. I somehow suspect there was not enough comfort built between you. Maybe you should talk more with them, have a nice walk somewhere, or sit down in a cafe and just chat, before making the move.
You could probably benefit from self help books on the topic of dating, there's plenty out there. Just be careful not to live too much by restricting rules.