How do I tell my boyfriend we have no emotional connection?

I'm so frustrated I've been with him for a year and a half and I still feel like I can't see anything below his surface. He changes topics whenever the conversation starts to get anywhere serious. When I'm clearly upset, he doesn't ever ask what's wrong. When we are together all we do is have sex. I need intimate conversations, I want to be able to tell him things without feeling like he is going to judge me, I want to know what he is thinking some of the time! I've told him before that he seems very closed, but he said that's just how he was raised. But I can't handle this anymore, I'm sick of pointless conversations. I want to get to know him better :( how do I say this to him without freaking him out?
How do I tell my boyfriend we have no emotional connection?
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