Male infertility

After being closely monitored about a month ago my SO and I went in for sperm retrieval and IUI. Everything was looking great until the dr came in and said that no sperm was found in the sample. My SO and I of course being shocked (because he already has a kid) was so hurt about the situation that we dropped it until last night... Our options got brought up and I found out that my SO isn't very open to the idea of a sperm donor, but then couldn't understand why I was so upset about not having the chance to carry if we decided against it. Am I the only one in this kind of boat! I'm having a million emotions right now and not understanding why my SO would be so against it.