without making this a love-in with Quint, please read what she says as she is really spot on, especially in that first paragraph.
You say you don't want to miss out on anything but unfortunately sometimes that is what happens in a relationships and it is usually for the greater good. It is not possible to lay everything bare all of the time. Indeed I feel it is unhealthy. I have often discussed in other threads the need for a secret garden (and often been flamed for extolling the virtues of one) but I firmly believe that there are some things which are best worked out on their own - and kept to oneself.
I would also say that one of the benefits of seeing a good counsellor is it provides a great forum in which to learn how to communicate better. This can only be good for your relationship too as, reading between the lines, DH is not very open with you.
He needs to learn how to be honest with himself (and facing up to this and what it digs up can be unbearably painful). Then, and only then, will he be comfortable enough to be honest to others.
Quint is right, this kind of journey requires discreet support rather than pushing for details. Imagine it as him being the driver of the train and you being the guard. He doesn't need you in order for the train to move forward but he knows you are there and he knows he can turn to you whenever he needs to.
Sometimes letting go a little actually results in greater intimacy. I know that may sound paradoxical but it can often be true. DH sounds like he desperately needs some safe space in which to work through things and a good therapist will provide this.
Hope that makes sense and good luck
[hello Quint too , yes, been a bit quiet recently, busy days, plus I was getting into to many disagreements on these boards and was beginning to feel a little, shall we say, targeted so I kept a low profile for a while! sorry for the mini-hijack ]