It sounds like this guy should shack up with that puppy instead of you. I have to wonder if your boyfriend has ever showed you affection. If he has, then we know that he is capable of doing so; in which case, your focus would be on understanding what has caused him to change his behavior toward you.
Has his bad break up left him afraid of allowing you to remain close to him because, as he said himself, he is afraid to be rejected by you? What he is saying is that he would rather die by his own sword, and reject you before you can reject him.
You must know on some level that his behavior is also tremendously aggressive toward you. He refuses to be loving to you and then he rubs your nose in the affection that he gives the dog.
He is behaving in a passive-aggressive way, which means that instead of being directly aggressive to you, he expresses his anger by withholding what the affection that you want. He is behaving rather sadistically and this is very alarming.
You need to know that this type of behavior isn't transitory, meaning that it won't go away by itself. Whether his behavior is motivated by fear of rejection and the need to push you away before you can do him in or whether his behavior is a displacement, which is simply a misdirection of the anger that he feels toward all the women in his life who have done him wrong, the bottom line is he is sticking it to you and you aren't getting yours.
You need to know that the way he handles his fear and his anger isn't going to go away by itself. Rejecting before he can be rejected, and expressing anger by withholding are patterns that are deeply embedded in his personality structure. The only way these patterns will change is if he wants to change and if he works hard on changing himself in therapy.
At this point, you need to decide what you want for yourself. Are you willing to accept him as he is? If not, then you need to issue an ultimatum.
If you are ready to issue the ultimatum, then you might say something like, 'I know that you are afraid of being rejected by me, so you hold me at arms length in order to protect yourself. Meanwhile, you are rejecting me every minute and making your worst fear come true--I am going to end up rejecting you. Your unfinished business with previous women and your fears of being done wrong are preventing you from having a relationship with me in the here and now. Either you get help or I am going to have to exit the relationship.'
Obviously you can't issue such an ultimatum unless you mean it. If you find that you can't bring yourself to consider giving him up, then you need to understand more about your own unfinished business from childhood.
You are going to need to figure out why you want to stay with someone who starves and taunts you emotionally and how this type of starvation recreates what you experienced growing up. See my Advice Archives under Unfinished Business and Repetition Compulsion to understand more about what may make you feel that you can't give this man up.
Let me know how you make out.