I think your health is more important than his lack of sensation when he uses a condom. He can do whatever he wants and toy with his health, but you shouldn't have put yours at stake - from the start. A bit too late to raise the point now... I'm on your side, OP, but in my opinion, you've been unreasonable the first time you agreed to have sex with him without protection and without clean STI tests.
Now, I can't judge you for bearing with a guy that seems to be a right ****** - you know him, we don't, and you probably have your reasons for sticking with him. My two cents: STI tests, on both sides, and before that, if you guys want to have sex, it's with condoms. Stop being such a pushover, for your own sake.
And to all the guys who get all whiney about not wanting to use condoms because 'they don't feel anything': you're public menaces (had typed 'pubic' here, lol), but I also blame the girls who give in to your whims... and I'm not buying the 'you have to compromise' attitude. You want to compromise? Both sides get checked before any unprotected willy gets into any unprotected vagina. Before that, condoms. That's not about compromising, that's just common sense.