Maybe you read my posts before I deleted them. Otherwise, I am just assuming we are similar, in a way. You ask for insights, so I thought maybe it would be helpful for me to explain why I am a little like him.

People only say this because they don't think it's a good relationship for them. Everyone is different. A couple can do all kinds of things with each other each week, both of them taking equal initiative, and it may all be shallow and acting out a routine. People play out their relationships as they think they ought to be played, without them actually feeling anything and basing their relationship off that.

What matters is what you want. Now you post here and express doubts and talk about having talked about this with him. So I assume this is not just you responding to what others think and say, but how you feel.
Obviously, to be in a relationship with such a person, you need to get some enjoyment out of making him engage more, not just frustration. If you don't, he is not the right person for you. If you need constant confirmation of his feelings, you may also not be the right person for him.

Now I assume there is actually something going on in his mind, rather than just nothingness. I assume, the more boring he is outward, the more complex he is inside his mind.

I'd like to think I'm a reasonable person, and everyone telling me one thing tends to change the way I see things. Well, I also don't trust myself to know how a relationship should be since I have so little experience.

He doesn't understand or he doesn't let you know? Can you figure this out about him? I understand, more work for you, rather than him, to do to keep this relationship deep and meaningful and he just sits back and let's it happen, while you are frustrated and hurt.

Sure, if you are dissatisfied, let him know, and if it won't work, you should leave him. Breaking up and hurting him are two sides of the same coin. You have all the rights to stop giving love to him, but the way you phrase this makes it sound as though you think you can break up without hurting him.

But you also put this very sternly; you know breaking up will hurt him, but you aren't sure he loves you (enough)? If you know one to be true, you know the other to be true, right?

If they are what you feel, how 'unreasonable' it may be, you should voice your complaints. Feelings are real. It doesn't matter if they are justified or not.
Holding back your true feelings until you can't take it anymore, that is the wrong way to go by.

Obviously, this odd quirk of him will make it difficult for him to maintain any relationship and probably also hurts him in other aspects of his life. You can at least tell him what his big mistake is and that he has to work on himself, figure out how he can be both himself and change this aspect of his, both for the sake of his professional, social and romantic life. Then he has to face that challenge.

I understand when you say he is taking advantage of you in the sense that he is leeching off your energy, but not contributing as much to your life. I don't understand the cheating part. Is there any rational grounds for this fear? I mean, if he locks himself up in his room and takes no initiative, how will he suddenly end up in someone else's bed?

You say you have known him for 3 years. That should have been enough time to figure things out about him and to make him change/adjust a bit.
Especially when it comes to financial matters, you should have been able to figure out if he is consciously making you pay for things or if he really doesn't have the drive to actively make sure he doesn't pay too little. I can see how he can have a blind spot for all these things, and you just get sick of asking him.

As for going to concerts, how sure are you he really doesn't like it? Even as a little child of age 6, my father had to push me to do activities. He'd force me to go and I'd try because I didn't want to. For example, he made me play ping pong with other kids and some young people teaching. Then when my father came to pick me up, he'd asked the girls organizing it if I had enjoyed myself. And they told me father 'yes, he had fun'.
But then next time, I'd cry again if I had to go because I didn't want to.

I can see this tendency continue in adult life. I have to push myself to go on activities. Are you sure he really has a terrible time? Are you sure he doesn't need you to push him even more and that secretly, he'd enjoy that, though he won't admit it and it may take too much energy from you on the long term?