There is a feeling that I get when I have earned "Brownie Points" for offering to do something for someone but the offer gets turned down for some reason before I need to actually do it. All the reward for none of the effort.
I don't know of a word that encapsulates all of that, but here are a couple of suggestions, depending on the situation. More than likely, an idiomatic phrase will best suit.
1) off the hook: addresses the relief, though it doesn't full capture the credit (or brownie points)
2) absolved: free of duty or obligation. The downside here is the connotation of forgiven sin--not quite what we're after.
3) got/gave a free pass: with enough context, this could work.
I don't think there exists a single word to describe the feeling you're describing, as it's actually two feelings being experienced simultaneously.
The first is relief (oh good, I don't have to lend him money after all), and the second is self-righteousness (but wasn't that great of me to offer?).
We're complex creatures, human beings. More often than not, one word doesn't suffice.