If your boyfriend doesn't worry about the fact that he doesn't always
ejaculate, then neither should you. What's important is whether
you're both enjoying yourselves, and it sounds like you are.
I'm sure that a man who has sufficient control over his PC
muscles can restrain his ejaculations even when he has an orgasm, and
it's possible that that's what your boyfriend is doing.
I
hate to bring it up, but it's also possible that he isn't having
orgasms, but he doesn't want to hurt your feelings by admitting it.
On the off-chance that this is true, I'd reassure him that it doesn't
matter if he has an orgasm or not, as long as he is having fun. After
all, you don't need to have an orgasm to have fun. Even though he
does sometimes ejaculate, I'm sure he'd appreciate not being under
pressure to perform.
So, to reiterate, he doesn't sound too
worried that he doesn't ejaculate every time you have sex, so it
shouldn't worry you either. And it certainly doesn't reflect badly on
your performance when he doesn't ejaculate.