At least you will know one way or the other. To hang on, endlessly wondering does no-one any good.
You only mess with your own head that way and it also ruins any kind of friendship you might have with such a person.
Yeah for a while you'll feel all embarrassed but actually it now means you can move forward and move past her.
So, as VL says, you still win (even if it is a shit win).
"You got me confused with the other Angel. You know, the one in the dirty trenchcoat. The one who's in love with you"