Well the wrong thing would be to stick around dating somebody that you already know you have no real connection with. Trust me, you can wait around forever for a connection to show up. Maybe it will, but then again, maybe it won't.
What you know is the right now. And right now you don't seem to be in it to win it. And he'll figure that eventually and wonder why you stayed. Maybe you are lonely, but it can be just as lonely inside a relationship as it is being single.
So the right thing to do is really think about what you're doing and making a smart decision for you so that you can be happy.