He might be extremely needy and wants comfort from you all the time and might not even ask one day and just say "I need you to comfort me" instead of saying "I want you to comfort me" While addressing it makes him sad it will do more damage if you don't.
If anyone that your in a relationship with threatens to kill themselves if you leave them thats not healthy, that's basically putting you in a cage. Talk with him abt it, and tell him that either your not happy or you need things to change..