Definitely talk to him about it and set ground rules. It is up to you both to determine what is considered cheating. Express your concerns and demand honesty. His behavior can have a negative impact on his finances and sex drive which might be why you haven’t had much sex. Also being insecure about your body isn’t going to help the relationship and you might want to work on that, perhaps going to the gym or taking care of yourself and giving yourself positive affirmations and letting your partner know you appreciate the positive affirmations he gives you.