Insecurity Within a Relationship

I'm happy with my guy, he's the first I let this close in my life in such a short period of time. In the past, before a Relationship would start with anyone, they always either left to another girl or used me to be the one they cheated with so I wasn't ever the only girl in their dating life, it was more of a hit and run. So upon meeting my guy, I didn't care much on becoming attached but I did grow strong feelings for him and he knows that. What keeps me on a track of, "What's happening, what are we doing?" is that we had sex before establishing a Relationship (after a month in) and as someone who was also a booty call, I couldn't see much of what the sex did for us and immediately felt like we rushed a lot cause you can be friends with someone but after you sleep with them, it just changes the dynamic. My insecurity is thinking we should already be in a relationship after that but he's got work and a building career, I'm supporting him through that (emotionally) and understand that he's got a lot on his mind to focus on a growing relationship. He's recently told me, and I really wish i could keep a positive mindset, "I promise to make you feel loved, wanted, and reassured. I want you in my life." And I was in such shock that I couldn't properly respond. Last night, on our way home (dropping me off), I repeated it to him, "I want you in my life." And my traumatized ass said, "But in the event of us splitting up, I don't want to be friends.. i don't want to watch you hold someone else." And he told me to not think that way, that everything was going to be fine. Dude, I couldn't maintain myself and all i could think was, what the fuck am i doing. Why am i still scared to let someone in this fucking close.