I think he's been a selfish manipulative shit quite frankly.
As such I wouldn't be making any ultimatums whatsoever - I'd just leave.
He "put up" not just with sex, but basic intimacy to "snare" you into being his live in companion - then withdrew these things without concern for your well being and happiness.
Yes you could seek sexual gratification elsewhere, but that wouldn't cut it for me - even if he "allowed it" (again note him controlling your life not just his own).
The thing that would probably hurt me most is the day to day lack of any physical affection. I just couldn't live like that.
Having a hug from DH, holding his hand, us both seeing each other after work and greeting with a kiss, a cuddle before sleep, lying next to each other on the sofa watching a movie etc
I'd rather live alone than with someone who didn't want to ever touch me.
He's perfectly entitled to make choices about his own sexuality and body, but when he married you he make a commitment that he's not fulfilling that and expecting you to abide by "rules" that had you foreseen you'd never have agreed to.
Leave OP and don't waste any more of your life on a man you're not compatible with and has lied to you.