It's such a terrible feeling to share your own sexual desires and have the other person not respond, let alone actually laugh, but I suspect that he didn't mean to hurt your feelings. I find role play, and especially dress up, to be very difficult and if he was having trouble with it he might have been trying to get "back" to your normal interactions as quickly as possible.

You might want to try negotiating one actual thing that he's going to do to you during sex, such as teasing or spanking. You might even set a length of time for it, so he's not wondering how much is enough, etc. I would also suggest giving him TONS of positive reinforcement at the time. If he's hesitant any tiny suggestion that he's not doing it right I think will scare him off.

Here's another thought, and it depends on your dynamic. You might try switching in the bedroom like this: You be the active partner during foreplay. Get him very excited and promise him more. Then tell him that you're not going to continue until he ___. Pick something a little, hm, aggressive - something that a man might reasonably want to do to a woman who just got him really hot and won't proceed further. Depending on your dynamic you could tell him that if he wants more he's going to have to force it out of you.

Good luck.