My boyfriend doesnt drink or socialise when we go to parties together..

When he goes partying without me, he gets wasted or looks like he's having so much fun on his friends snapchat's.. we've gone to two parties now together, and both times, he's been a social outcast. Hes very worried for me, and he tells me doesn't really want to drink when he's with me, because he can't look after me.. he looked after my phone both times (he took it off me when I put it down cause he thought i was gonna leave it there) or he tells me not to have many shots. yes it's very cute, but I feel like he has no fun and would rather just chill at home with me. Hes so quiet and looks so depressed it bothers me bc I want to party. Like I mentioned before he has no much fun when I don't go, bc I'm sick or my parents (still live with them; theyre super strict and religious even though I'm 19 they still have restrictions - which I respect) say I cant go. I don't go to parties without him because he feels uncomfortable bc I'm constantly approached by guys. But I just don't enjoy myself when he's not, but I still want to party, ya know?

Edit: ladies, I have talked to him about it, that's why I mentioned that he said "I don't really want to drink because then I can't look after you."