I guess there are some confusion here about what means what.
1) What does "sexuality" mean ?
Sexuality is a large concept, and as I understand it, it can mean everything and anything.. Commonly, it refers to a lot of things including : sex related health, orientation, desire, sex drive, things you like to do sexually etc. But in your question, it seems like you're talking about sexual orientation, am I right ?
2) What does "sexual orientation" mean ?
Sexual orientation is the attraction you may feel toward people of certain genders (same as yours = homo, different as yours = hetero, people of any gender = bi/pan, no attraction at all = asexuality etc).
And the key point is that gender and genitalia as nothing to do with one another. And that's kind of obvious : when you feel attraction toward someone, most of the time, you don't have any idea of what their genitals look like... Since, well, not everybody is cisgender and/or dyadic (dyadic means that one's sex characteristics can be qualified as either "male" or "female"... It's the opposite of intersex).
Your boyfriend is a man, as he defines himself (according to your question). So well, if you're yourself a man, you're in a gay relationship. If you're a woman or a non-binary trans person, then you're in a heterosexual relationship.
But what about your sexual orientation ? Well, you only can answer to that.
Sexual orientation doesn't take genitals into account . So maybe you're a lesbian girl who happens to have one exception that prove the rule (that man you're attracted to), maybe you're a hetero woman who just doesn't like penises (which is, by the way, not a "male genitalia", since genitalias have no sex nor gender. some women have penises, some men don't...), maybe you're a gay man who just don't like penises, maybe you're a hetero man and well this guy is your exception that proves the rule.. etc...
I hope it makes things a bit clearer for you.
Feel free to reach out to me if some things I said weren't clear enough :)