Issues with sex?

Alexandréa
This is going to sound really dumb but bare with me. So when my boyfriend and I fool around it always feels really good and when we make out and talk dirty it's super hot but then when we actually have sex and he's in me it doesn't feel that good and I get that most people don't finish from penetration alone but I just thought it would feel better than it does. Also my boyfriend has never once finished inside me like we always have to stop once I've finished and then I just jerk him off til he finishes. So idk maybe we're doing something wrong?😂 
I guess I'm just asking for pointers or help or something because I love being so close to him I just wish we both enjoyed it a little more😂