No more sex....

My fiance wants to stop having sex.... 1. We have been intimate from day 1

2. We have done things together that I would never do with anyone else.

3. He say the sex is boring but dosnt want to try something new.

4. He has cheated multiple times but I forgave him and we have made up.

5. We were in the process of making a baby.

I don't want to cheat but I get that urge.

What do I do???? He says he wants to do the right thing but I have needs!