In all likelihood, as stated above- he's primarily just scared and doesn't have a thought-out response. Nobody necessarily wants their significant other to CTB- I'd be heartbroken to the core if mine did, but to tie his life with yours in such a way isn't healthy.
Since you mentioned he isn't the sort of individual to have these thoughts and such, he's very much bluffing. CTB is a very heavy thing for anyone to go through with, and you'd have to be damn well sure about it. I can't convince you otherwise about what you choose to do with your life, as it's your right to decide. If you feel breaking it off is the best choice for you, then that's what should be done. Just please be aware that he does not share the same views about CTB, and the knowledge of your death may traumatize him significantly if you were to share more about dates, methods, or anything of the sort. You're not EVER in the wrong for your feelings and your ultimate decision, but if possible I'd do it gently and more so overtime, yknow? Wishing you the best!
<3