Everyone has a different style sexually and when things fit it feels great, but when there is a miss as in this case it makes the intimacy that much more difficult. some want, need and enjoy foreplay while others, like him, do not desire it and cannot see how their partner may need and enjoy it. You have been open about your needs and you have also had sex therapy and yet things remain, so that would indicate that things aren't likely to become much different, so it will come down to how you can proceed in the future. There may not be any great mystery as to why he doesn't want foreplay as it just may be more style and preference rather than some deep reason for it. Your styles around intimacy may simply be different.
How can I support you further?