You can also confront them. I mean, you can tell them "Things have changed. I'd like to be in a relationship, do you want the same?". And then take them at their word. They would probably say "no", that is true. And when they do that, tell them "OK" and move on. It is hard, but you would have an answer to remind you that they don't want to be with you, just sex.

At somepoint they would realize that stringing people along is not ok and can back fire.