My (25F) boyfriend (25M) only talks about sex and avoids deep conversation. How can we build a real connection?

Hi, I'm a 25-year-old female (25F), and my boyfriend is 25 as well (25M). I don't really have experience with men... I know it’s shocking, but I’ve been a bit of a man-hater, and I have my own reasons that made me avoid men my whole life. I met him a month ago at a musical night, and I really liked his personality. We started hanging out whenever we could, since we live 4 hours away from each other, and we've been dating for about 20 days now (I know we are going too fast). I'm really into deep and meaningful conversations, but he isn't. I told him that we need to build a connection and that we can’t do that by only talking about sex. (He always talks about how much he desires me, bla bla, and he asks to do it, but I don’t want to do it before truly loving him). I felt like it might be a problem that he has never been in a real relationship before (he was mostly doing situationships and friends with benefits), but then again, I haven’t been in a serious one before either, lol, so I can’t really judge him for that. He tried to change and talk about deeper things so we could get to know each other, but I feel like he’s only doing it because I asked him to, not because he actually wants to know me. I feel like he doesn’t care about my day or the details of my life as much as I do for his. He is an overthinker and an anxious person (I’m avoidant and anxious as well), but I hold conversations much better than he does. The other day, I was FaceTimeing him and telling him about something scary that happened to me. He just said one brief sentence about it and then ordered breakfast, and I was just sitting there like (...). He didn’t even check if I was okay or not. I want to know if he just doesn’t care about building a real connection with me, because it really hurts me. I don’t want to tell him that, though, because then he'll just start faking interest, just like I feel he’s doing with the deep, non-sexual conversations I asked for. How can I effectively communicate my needs for emotional depth without making him feel pressured? Any advice on how to navigate this gap would be greatly appreciated.