My boyfriend can not be vulnerable?

He can be affectionate, loving, supportive, and we are amazingly compatible as best friends.. BUT romantically my heart isn't there. He says that he has never told a girl his life story, he's never had a deep relationship, touching memories with a love, and he's never been vulnerable. He has been married to one girl and engaged to another girl, so this blows my mind.

I will try to do special touching things, like write him a letter, he says he doesn't want that stuff. I can not express myself in a touching, deeper way without feeling like it either is not returned or unappreciated, so I ultimately feel alone. He hardly even initiates sex - during is great, but foreplay is nonexistant because he sits there and does not touch me or show me he wants me. There is little to no initiative or passion.

I don't know what to do. He is an AMAZING guy on paper, treats me better than anyone, but he seems so closed off romantically (he's 28 and should not be having these issues)... NOt to mention I've talked to him about it about 5 times and he doesn't even KNOW what I mean when I say "connecting when you look into someone's eyes/ feeling special"

How can I get through to him? And when do I finally say that I'm done and end it because he's not loving me the way I need?
My boyfriend can not be vulnerable?
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