Is this fair of my boyfriend? Question about "fantasies"?

Alright, so I've been with my boyfriend for 4 years and I really would like to try out role play in the bedroom (like nurse, maid, slave) because I think it would be a fun twist in our relationship. I also have fantasies of light bondage and a variety of other one on one fantasies. However, my boyfriend says the only fantasy he has is a threesome, which he knows I am terribly uncomfortable with, and every time I bring up my fantasy he says something along the lines of "so we can do your fantasy but not mine?" and I reply with "well, I'm willing to try your fantasies as long as they only involve the two of us." And he always says "So you are the one who gets to set the rules then?" Honestly, I don't think role play sex and a threesome are comparable with each other and it really ticks me off that he tries to compare them. Am I just being one sided? Are fantasies all equal? I mean, I even would be fine with just videotaping us, but of course it always comes down to "well that is your fantasy, what about mine?" I've told him a million times that if we ever had a threesome that would be the last time he had sex with me because I just couldn't view our relationship the same way afterward. It really upsets me that he tries to use his want to have sex with another person and me as a reason why we shouldn't''t do stuff that just involves the two of us. Bringing a third person in is too far (guy or girl) in my opinion. Personally I think bringing another person into the mix is a step too far, especially when I know (even if I wanted it - not that I do) he would never have a guyxgirlxguy 3-some, only Guyxgirlxgirl. Your thoughts?