Welcome to the site.
I am sorry to learn that you are struggling with your relationship and i empathize with you. Well, the problem actually begins with the fact that both of you have not been able to come on the same page since you come from different cultural backgrounds which have given rise to different sensibilities and beliefs, so when he cracks a joke which he finds funny and expects that like any one else in his part of world would consider it funny too, but on your part you straightforwardly reject the joke since you do not find it funny. The same happens vice-versa. To add
to this varied backgrounds, you have different temperaments and there is this long distance which collectively fail to bridge the gap of mis-communication and inflating egos that has been widening with each conversation that you have with him.
So, if you want to salvage your relationship then both of you got to come to the same platform and together preach tolerance, benevolence, humility, compromise over trivial matters and genuine intent to accept the shortcomings of one another, only then shall you be able to construct this present relationship which as of today stands on a fragile frame.
So, before you give your best shot to save this relationship on the lines mentioned above, just introspect deeply that whether you really love this man or is it just infatuation or fondness, is he actually worth your love, affection, time and energy and lastly whether both of you are potentially compatible or are you two extremely different personalities, neither of whom want to modify yourselves so as to make this relationship workable.
I hope this gives you good insight and perspective into what you can do to assess your situation and eventually take a right decision on your love life.
Wish you all the best.
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