when does roll playing go too far?

My SO is establishing himself as a writer at the moment. In he latest work, he created this female character who is basically his dream girl. She is a very powerful witch, who is also extremely sexy and a little dominant. He asked if I could possibly dress up as her for Halloween. Normally I love cosplay and I love dressing up sexy for my SO, but this character makes me really self-conscious. The way he goes on about her makes me feel like he'd want a girl like her instead of me. I'm very shy around him, and I usually hide behind my hair. While this character walks around in lacy dresses and lingerie, I'm my best in jeans and a t shirt. It really hurt when he said she really gets him going for some reason. Part of me wants to tell him he can name his right hand after this character and go fuck himself. What should I do?