- Why is it your responsibility to "fix" things that someone else made wrong?
There are so many things wrong here it's difficult to address each, but one thing is for sure, I have never known of an "entire hometown" with a clearly warped sense of humor that involves sexual innuendo with other people while committed to someone.
Then, to expect that you embrace this for some reason? I can't fathom the depth of rationalization going on for that one.
Add in that he's trying (and apparently succeeding) to make you feel guilty over not condoning his ongoing communication of a sexual nature with an old girlfriend? I fully understand why he avoids counseling. He's a coward and a bully. He's terrified that he'll have to take an honest look at himself and perhaps grow up; develop character; begin living with a code of ethics. Maturity, character and honesty -- three traits he'll run from as long as possible.
He's also very likely afraid that he'll have to stop bullying you. Pushing you around emotionally, mentally. Throwing tantrums with his manipulations in order to get his way.
What child would want to give up getting their way all the time and having to leave the swing set to clean their room?
--- As for you, why do invite this treatment by allowing it? Why don't you value yourself enough to be perfectly clear about this?
The fact that it bothers you should bother him and make him stop. After all, isn't he in your life to share in your happiness, help you feel safe, secure and protected? Not to laugh AT you for your feelings, dismiss you and your feelings and do whatever makes him feel good despite how it makes you feel.
--- You need to make a decision for yourself. Is this the partner you dreamed of, believed you were marrying and want at your side for years to come? This won't be the only time he does something like this. Now that he knows he can - he will.
It may take the realization that he's going to lose you if he doesn't grow up - to spur him into actually growing up. And if it doesn't, then what do you want?
You can't fix anyone else. You can only fix yourself. You need to be strong, have some self respect and insist on it from others. Especially your partner.
It may be time to return to counseling (on your own of course) to uncover the tools within you to do what you have to do.
Good luck (and be strong - you're not wrong in this)