He knows it's hard for me to see him knowing that nothing can happen.
You're still into him? And he knows it?
OP, he's a married man who cheats. It didn't shock him that he was capable of cheating - he swapped numbers with you, tried it on, succeeded and then told you he was married. It happened in his office, in between clients, more than once. He knew exactly what he was doing. And now he's ditched you.
Why is he still coming in?
Because he's a regular. He's been going there for months, before you even started working there. So it's kinda tough luck if you feel uncomfortable seeing him now.
But maybe stop thinking about him, about the "why" - why he isn't considering your feelings, why he gets coffee where he can see you, why he doesn't go elsewhere...blah, blah, blah. That's too much headspace for a man that supposedly doesn't matter.
And be really professional in work - serve him coffee, take payment, treat him like any other customer. If you actively avoid him in work, then you're handing over your power to him. Take it back and own what happened between you, and be professional.