One big answer is, yes, to talk to him about it.
Another big answer may be a little harder-- decide if you're okay with the limited relationship he has to offer. Would you want to be friends, in a non-romantic way? Are you wired to be friends with benefits?
My advice would be to give up on your hope that the relationship be anything other than what he's offering. Maybe you can't stop wanting more, but stop expecting more. Maybe you can continue with the status quo of the relationship while you adjust to this, and maybe you need to break up so you can properly grieve.
Secondary relationships can be fulfilling, and definitely be more than just friendships. But in my experience, you have to be able to be resolved to the limits of them if you are going to be satisfied and happy.
This advice is only based on what you posted here, and I could be misinterpreting the facts. But you sound unhappy. If you're unhappy, you have to change something-- either change yourself, or change the relationship. (You can't change him.)