I don't live with my fiancé yet, but as we're engaged I consider his 16 and 19yo sons as my stepchildren. I have a 9yo.
We're going on holiday together and I'm paying half. Not only are we 2 to his 3, but mine is cheaper airfare (slightly), free on the long train journey in the country we're going to and won't have gold luggage. I'm getting stung.
But... I earn more, I suggested it, he pointed out it was unfair, then when I insisted we were one family, thanked me genuinely and said he loved me.
I don't think his boys should thank me - why should they know who is paying?
Come to think of it, when we go to the pub for a meal, I don't think the kids thank us - it's our choice to eat out, and they could hardly be expected to pay. I think all 3 are well mannnered. It's not that it would be wrong to say thanks - but I don't find it rude not to, over a meal out. I'd think it more wrong if during the meal they asked me to pass the salt then didn't say thanks!
I think given you earn the same, if it's not big money then I'd let it go - if he was acknowledging the financial role you'd taken on. If it's a larger amount - second families, it's OK to not contribute equally. Someone upthread mentioned uni fees. I would never expect to pay for uni for his sons. But what I would gladly do, is carry additional costs because he had less disposable income. So similar really I suppose.
The big issue for me here is your boyfriend seems to just expect this and not say thank you - that's more of a problem than the kids.