Chastity and orgasm denial discussion

My partner and I made the call to go long-term chastity about seven days ago, at his suggestion. We’ve been keeping our talks open regarding this new dynamic, sharing honest ideas on rewards and punishments. Once that first week passed, wanting to avoid overloading him, I opted to reward his good conduct by unlocking him so he could choose: supervised masturbation, me pegging him with no vaginal intercourse for him (though my own orgasm count would double), or both pegging for him while allowing me vaginal sex after discussion and letting him know the choice was his. He picked that third path. Things were smooth until I expressed a desire to have real flesh inside me, prompting him to suggest fist-fucking instead. I finally asked him point-blank if he actually wanted vaginal sex, noting I wouldn’t mind at all if he declined initially. His answer? He felt unworthy of it. Have other keyholders experienced this too? Should I reward his consideration for my feelings, punish his dishonesty, or discuss his sense of worthiness in our relationship?