Just confuzzled

So, I’m 22 and I’ve masturbated for years now, but I didn’t lose my virginity nor has a guy even touched me sexually until the beginning of this year. When I masturbate it’s mainly just me arousing my clit and I’ve had great pleasure, climax’s and all, but if I try to finger myself I feel no pleasure at all. Now, I’ve only been sexually active in any way with one guy, who I’m attracted to in every way possible, (intellectually, emotionally, physically, etc.) but for some reason, being around him gets me aroused, yet when he touches me I don’t really feel pleasure. He puts a lot of his focus on whether or not I’m okay during everything and he really tries to experiment to learn what I like. We’ve now had sex twice (also the only two times I’ve ever had sex) and so far I’ve just felt pain from both encounters, but it’s not bad pain tho.. I’m just confused with how as bad as I want him to touch and please me, I don’t get pleasure when he actually does. Is there something wrong with me??