I don't want to start complaining so early in this new relationship, but on the other hand, I feel like I should be honest with them about how I feel. It's all about communication, right?
It's not complaining. It is informing him/them of how you feel. Yes, it is all about open and honest communication. You don't even have to think of it as "confronting" him about it. Just talk to him. Say "Hey, what's up? Kinda worried/wondering about why you don't seem to want to come meet the parents...etc." And take it from there. Make sure he understands what it is that you are seeing, how you see events that have happened and how it makes you feel.