Cyrano de Bergerac is the story of one of the great sacrificial loves in all of literature. Cyrano is a man who is willing to die for what he believes; he's equally willing to deny himself in order to maintain his integrity. He doesn't admit the truth to Roxane because doing so would break his personal code of honor.
From the first moment we meet Cyrano, he is a man who will sacrifice whatever he must to do what he thinks is right--so he closes La Clorisse even though he will be broke for the rest of the month. When he sees an injustice, Cyrano must stop it, which is why Valvert never had a chance in their duel. Cyrano believes in supporting his friends, even when they make mistakes, which is why he takes on a hundred foes to defend his friend. When he suspects Lise of having an affair with a musketeer, he stops it. When he realizes Roxane is interested in Christian, he loves her enough to want her happiness more than his own. When he realizes that Christian truly loves Roxane, that immediately puts her off limits to him...forever. Even after fifteen years, Cyrano will not tarnish his friend's love by revealing the truth to Roxane--even at the cost of his own broken heart. His personal code of honor is simply too much a part of who he is for Cyrano to break it even as he's dying.