I think you are wise to trust your instincts... this, coming from someone who didn't and thoroughly regrets it. If he truly likes you, he'll be back.
I know some men like to "get the ****ing out of the way right off the bat" (yes, that's a direct quote from a man I was with), and that's fine, can be fun, and all... but don't tell me you're looking for a relationship if you're just looking to get laid. I can respect that... wanting to get laid.
What the heck were we talking about, now..? Oh yeah...
I think you are very wise and show great respect for yourself... It's not prudish... he may find it annoying but your reply to his "why so conservative" question makes perfect sense to me—I don't delve too deeply sexually until I've established a certain trust with a man... Sex, unfortunately, is not something I can do w/o emotion attached to it...
Damn, am I having a hard time staying on topic, or what? 
Anyway, trust yourself, you'll do just fine.