Unprotected Sex

My boyfriend and I have been together for years and have had sex for around a year now. We always use condoms and he pulls out when he's about to finish too. However, lately he has been trying to have unprotected sex with me a lot and when we are in bed together he doesn't put the condom on and hopes I don't notice. Today we had sex, and at the beginning he pushed into me with no condom on and I immediately pulled away, and he kept trying. Should I be worried about pregnancy, since he didn't cum in me? And why would he be doing this?