Relationship advice please :(

So about 3 months ago I started going out with a guy - we got intimate physically and emotionally pretty quickly, we see each other like 3 times every week, we text almost all day everyday we aren’t together, we went on a weekend getaway, he invited me to one of his close friends wedding, I’ve met his sister on multiple occasions, recently met his mom, he’s met a few of my friends, we’ve gotten each other birthday gifts, he’s super affectionate with me even in public BUT we’ve never talked about what we are. I didn’t think I was the type to need a “label” and wasn’t worried about it until recently when we were driving his sister home and somehow past relationships of his were brought up - he was cheated on during his longest relationship and I know it hurt him a lot - but he told his sister something along the lines of “yeah you know how I feel about relationships” and then a while after his sister joked and said “oh you know we love you” and he said “you yes, don’t say we” Also, a couple weeks ago when we were eating lunch, we were joking about getting broken up with in a public place and he said “well I guess I won’t have to do that with you since we aren’t dating” that hurt my feelings a lot even though i know he said it sarcastically

I’m not sure if I’m being over-analytical about this or if it should really bother me but I want to be in a real relationship with him and I’m worried if I tell him that he’ll be scared off.

I’m really not sure how I should go about this so I hope y’all can help :/