Definitely I think you should be able to say no and it should be OK. Maybe he really is OK with it and it is just you who are feeling awkward, like you feel you should always please him. This is a common pattern in women as we are often socialized to be caretakers and give people what they want and need. You say later he came and started playing. I'm not sure what that means. Just kidding around, being in a good mood, etc.? Or were you thinking this is playing as in a prelude to wanting sex? I think if it's him just joking around, that he is trying to show you that he really is OK with your saying no. And he tried to reassure you that he wants you to be able to say no. So to me, it sounds like he really is OK with or is trying hard to be. Could it be that it is you who are feeling the pressure to please and that is coming from within yourself?

I will add that I have often been in the situation where the shoe is on the other foot. In my marriage, I was the one who usually wanted sex and my H didn't. (He just didn't have much of a libido.) Early in our relationship, it was very hurtful to me to keep going to him and trying to initiate sex and having him be totally uninterested or not in the mood or just plain unresponsive. It made me feel bad about myself, like there was something wrong with me that he didn't want to have sex. So if you are turning him down, it can really help to give him some reassurance so he doesn't feel rejected or bad about himself. Like, draw him near and say you are just really tired, but you're sure you'll feel differently after a good night's sleep, and give him a kiss to let him know you still love him despite not wanting to have sex at that moment.