I would have to say that the onus was on him to inform you ahead of time that there will be no sex. =/ And I agree with everything kurious25 said, in particular:
"too many subs think that they can ignore their own needs when they enter into a BDSM relationship" Keep that in mind, and don't focus on the sunk costs. But do remember these are fantasies.. you'll never get exactly what you want, and we all have to make due with this fact. Only you will know what is acceptable or not.