What do you think about me not letting my roommate out of the lease one month early?
Why do you want to keep him on the lease?
I'm not going to fulfill my roommate's request but I don't want him to feel bad about this situation
If your roommate is obligated to keep paying the lease, you do not have any responsibility to let him out of his obligation early. He signed the lease and you don't have to let him break it if you don't want to. If he has some really good reason to, maybe you could consider letting him out of kindness.
It's my decision that I'm going to make and I don't think it's fair to him.
It's understandable that you would want your roommate to fulfill his rent obligations. You should consider what is best for everyone and make the most responsible choice.