I presume he's an adult and so that's his choice.

As is your choice to be displeased by it, so I'd say just sit with him an express your concerns in the most calm and respectful manner that you can and encourage him to at least explain his reasons. If I had to bet I'd say it may have something to do with him not wanting to face head on something that may have been traumatic in the past and that he has become comfortable ignoring but of course that's just speculation.

If after that he stills refuses then you need to learn to deal with it, or of course you can always end things for any reason as with any relationship, but he doesn't seem to be endangering himself or anyone or engaging in some outrageous behavior so I believe this solidly falls within his own prerogative.