OP - please have the guts to finish this relationship if it's not heading towards marriage. Marriage, to this man, is what you want. You're not going to be happy living with him, because it'll only make you like him MORE. Men (IME) are opposite: they fall in love during the time they don't see you. When they miss you and can't get enough.
If you want him to want marriage, you have to create a need for it. Living with him takes AWAY the need for marriage, because it provides all the fun bits of marriage (sex, sharing, companionship, convenience, company) with none of the "bad" (financial commitments, divorce proceedings, assumption of duration). It's like renting vs buying.
If you had the courage to ask him flat-out what he envisages for your future, instead of staying in this murky cloud, you'd put yourself in a great position. You'd KNOW what he wanted and could then decide if that matches with what YOU want. And if it didn't, you'd still only be 39, no baggage, no financial commitments to anyone - you'd still be a total catch on the dating market! The longer you stay, the older you'll be when this does come to a head. I'm 41, nearly 42, and I can tell you that that feels a lot older than 39. It hasn't affected my love life (touch wood!) but it has made me see myself as a LOT older.
So... Have The Talk. Do it. If you're scared of what he'll say, that's even more reason to do it! Have some guts! You can't lose. I promise, you can't lose.