Being a girl who is currently in such a situation, I'd say that if you know her to be a honest and good person, I don't think she's playing with you. She could genuinely be confused and in a quandary as to what she should do.. I don't think she'd tell you she has strong feelings for you and mean it in a platonic way - that doesn't need to be said then.
Actually you may think that she is confused, may be she wants to make a fun of you, or may be she actually likes you. All I can say what is in the women's heart you never know but you can know the real answer from her eyes if you are a good reader of eyes and know all the expressions of the eyes.
Secondly I will suggest if you want to believe her first of all keep a look on her activities what she tells you and how much she is involved with his boyfriend. I mean if she is trying to avoid him and also trying to come close to you then I must say there is a sign or red light be aware of her she might be playing a double cross game with both of you. Thirdly I can say she is trying to tell her that she likes you a lot and wants to be with his boyfriend. In such circumstances you should ask her to leave her boyfriend for you if you like or love her too. If you do not like her that much then do not break their relation as well as she will suffer UN end.
Lastly suggest her to leave both of you and stay alone with some common friends and try to figure it out what and whom she really likes and want to be with. In this way we can find the answer of her confusion of love and you will also find out what s in her mind actually.
A man develops different relationships with different people in different parts of his or her life. Every relation has different meanings and separate value. Suppose relationship with parents, with wife, with children and with friends and girlfriends, they all have different values and meanings. Your question that what does it mean when a girl says she has strong feelings for you but she has a boyfriend can be explained like this.
As I told you above that different relations have different meanings and different values, may be you think that she likes you, as a boyfriend while it is possible she takes it for some other relation. That relation may be for a good friend from whom she can take good advices and consult you in the time of troubles and distress. Another reason for her strong feelings for you may be that she doesn't have any brother and she takes you as her brother and feels protected herself as a sister in your company. It is very clear as she has a boyfriend, her strong feelings for you are for some other relation as I told you above, and so you should not take wrong meanings of her strong feelings.
I think she may be confused. She has mixed feelings about who she really wants to be with. I feel it's a sticky situation for all parties involved. But hey that's just my opinion to this matter.
It means that she might have a boy friend to try to keep her mind off you or she has gotten to know you more and she wants to end it with her man but she can't find the words to say it....you should ask her to choose.
