He has said that it would be easier for him to just kill himself and I have never known him to be as dramatic as that, it's scaring me quite a bit. I would really appreciate some advice on this.

I think it means that he's struggling intensely with his own desires and doesn't see an easy way out.

Weirdly enough, I would take this as a sign of someone quite honorable and committed. If he was a cheater, he would just go do that thing. He's trapped because he can't cheat. He's in an impossible situation: he can't stay where he is and be satisfied with the life he has, and he can't go without hurting someone he loves.

It doesn't sound like emotional blackmail. At least, not from what you've said. Those sorts of things fall more towards, 'if you leave me, I'll fucking kill myself' or some other threat. I think it is literally what he says it is- it would actually be easier to just stop being alive, than to make this terrible, impossible decision.

There's a fuckton of shame and self-disgust involved with not being able to control one's feelings- especially when you are told over and over that those feelings are controllable. In this case, he can't help but wonder what's outside of your relationship, not because your relationship is bad, but just because he knows there's other stuff out there.

Your relationship is, in certain respects, his entire life. It's all he's really known, and forms the vast majority of his experiences up this point. Ending that relationship easily crosses into the same thought territory as suicide- giving up the life you have for an unknown void. There is a terror there, a primal fear that those two things have in common.

I want to be very clear that thinking about suicide and drawing some of these comparisons is not the same thing at all as being suicidal. It is a perfectly natural response to being in an intense emotional situation where the most likely outcomes are very painful. To him, his situation likely seems hopeless, and not-being is an option that legitimately exists in the world. It needs to be thought about and discarded naturally like any other option.

I'm not going to go into what you should do about your relationship, you guys'll have to sort that out. But having dealt with suicide both personally and professionally, I wanted to give an even hand as to what his thoughts could be here.