I agree with Caroline, on the witholding/going elsewhere front. Sex imho is a syptom of a good relationship (I mean sex In a relationship, not sex purely for sex like back when I was young!)
No sex is a symptom of a problem in a relationship, as is many times, adultry.
The fact that you are not having sex means you still have problems, are you not 'giving him' it because it is a form of revenge and you still haven't forgiven him???
As for his suggestion, it's ridiculous, bound to be painful, but might not be exactly as it seems, he may just be trying to shock you into having sex with him iyswim, which is still wrong, but hopefully less painful for you.
You need to have a long hard think about whether you want to be in this relationship at all, if you do, then you need to work hard on having sex again, not just jumping into bed, but finding a way he can make you feel loved, special and sexy, so you are happy to sleep with him.
Maybe the length of time you havent had sex for is also an issue, hard to beleive but it can be just as nerve wracking after a long time with a long term partner as it can with a new one, or even your first time!