I recall when I was younger, more naive and in my first major relationship I suffered from finishing a little sooner than I'd hope for....this then made me totally unable to do any serious fooling around with the girl in question. This lead to a great deal of problems, made me feel even worse which then made me totally avoid any sort of closeness with her which further drove us into Troublesville, just a few miles off Paradise and not too hard to get back to with the right direction.
I have been at opposite ends of the spectrum with promiscuity...where right now and since the start of the year in fact I've just had no interest whatsoever in sex or anything of the nature, however I have been abusing opiates HARD and this is why. Since I stopped 6 weeks ago, I've only now started to feel like i'm gaining my interest again.
Then I've also been insanely horny and fucked all kinds of women, overdone the whole one-night stand thing and pissed off enough women re: my not calling back that I then get bored and focused more on taking drugs and getting fucked up which then killed my sex drive or at least preoccupied me moreso.
Personally, I can happily say I am at a more respectable place now with regards to promiscuity, but a point I want to make clear is that drug use (and i'm guessing you likely partake since you're on bluelight) and specifically opiates and stimulants can really fuck around with Levelz Ov Da Horn.
My next disjointed, somewhat incoherent babble is that he is more than likely pretty fucking embarrassed, ashamed and/or shy about his inability to last.
Talk to him openly about it, and really get it out there. You are 2 1/2 years in - the sex life should be established or you should have gone separate ways before somebody cheats - and this is evident by the fact you are even considering sharing a sauna and cuddling other men intimately. I'm sorry pal, you say you would never cheat but that's cheating right there in my book. I wouldn't tolerate that, and I wouldn't expect it to be tolerated of me.
Talk respectfully, calmly, politely and with concern for his humility. Emphasize the fact that there are options and ways to beat premature ejaculation including various exercises such as Kegels and embracing a more holistic, spiritual essence to one's sexual encounters.
...and so on.