Making love

I've been with my boyfriend for almost 7 months but we have been friends for nearly 4 years. We adore and love each other, but we have never made love. I know it sounds really weird, but I was wondering if this is normal and if anyone else has experienced this. I mentioned it to him and he got really emotional. I know that he loves me and now I think it's in his own way or something like that, but with other relationships in the past it was never an issue. So when it comes to sex we have a lot of it (depending on our moods) but he always makes sure I enjoy myself which I do. But ever since I brought the subject up he just feels like I'm not satisfied, which is not the issue at all. I just want to know if it's normal for me to feel this way because I want both of us to experience that together.