Personally, I find that people do not change in the way you want them or when you want them to. Maybe someday he'll be better able to open up to you. Someday. That could several months from now or it could ten or more years from now. The truth is, if you need someone to be doing something different for you to connect with them, you're with the wrong person.

People can only be themselves. Just in this one post several red flags jumped up at me. Wanting to keep the relationship a secret, adamant about keeping options open, going out with other people a lot, the physical distance, feeling like the last priority... heck that's just the first paragraph!

My advice is to tell him it isn't working out and move on. Relationships are hard enough without wishing someone would behave differently right from the start.