It sounds like in a way you are hoping that if you do have physical relationship with him, that will bring you the emotional connect you want. Which I think alot of us, women, hope and want when we connect physically with our partner. Which would be awesome if it always happened that way, and no one ever got hurt in the end.
If the emotional connection is important to you at this point, then I think you need to ask yourself how hurt will you be if you are physical with this guy and you don't get the emotional responce back you want?
Is it possible to connect with this guy as a friend at first?