If he's been married several times, it seems he'd have had quite a bit of experience, but I suppose it's possible he's not been able to have sex with his wives, and eventually they broke up. Maybe he's extremely uncomfortable with women's bodies. Perhaps a book or educational video about sex (not porn, but a self-help video on the topic).

Why do you refer to it as "self abuse"? Masturbation is normal, and generally not harmful, unless one overdoes it and chafes oneself.

If you decide to break up, it's probably a good idea to let him know it wasn't that, but he might not be willing to accept that isn't the problem.