I can relate, somewhat. One particular training video we were required to watch, not on diversity but microagressions, left me with the takeaway "say nothing to anyone, ever."
So you've probably missed your chance to have a nice weekend.
Not only could the colleague bring a claim of harassment if things didn't go well, but other colleagues could as well — on the grounds that this female colleague received special treatment as a result of her relationship with GP.
The OP absolutely did the right thing. Romantic fraternization should not be initiated in the workplace.