There are all sorts of interesting debates about delayed ejaculation. My bf has it and now he only comes from sex every 3 months or so, in the beginning it was more like once every 2 weeks but it's because we'd have sex 6 times a day

he says even now he comes with me more than with anyone else he's every been with in a long-term relationship. Now we still have sex a lot but usually he needs focused prostate stimulation to come really hard, and I'm happy to oblige! He also comes when I give him blowjobs and handjobs, but it does take a long time. Read online, there are lots of theories out there but the ones that apply to him I think are:
Being too concerned with pleasing the woman to be able to go "into his head" or be "selfish" and focus on his own pleasure. He has low self esteem and gets sense of worth from being a good lover so he'll always make sure I come, that my fantasies are fulfilled etc. but I had to work hard to find out what he's into and for him to let me pleasure him too. It's easier for him to come if I'm focusing on him (bj etc.) because then he can focus on the sensations and not be so focused on my experience. He also does come harder with a finger in the ass... anyway the coming when asleep makes sense, you weren't so self conscious.
Having sex when not aroused enough - e.g. almost all people with delayed ejaculation get strong long-lasting erections, but the theory is that in fact they are not always aroused enough to ejaculate but are doing it because they want to make the woman feel desired or they want to be intimate. It is recommended that you share fantasies, turn-ons etc. and that you have long foreplay, so you're really turned on by the time you enter her. When we're really filthy/kinky with each other he is way more likely to come.
Also we don't bang for hours until we're sore, we just go on for a while, say 30 mins, then he might pull out make himself come in other ways, or we'll just snuggle up, or I'll do things to him, sometimes we focus on giving each other oral or pleasuring each other in other ways, doesn't always have to be about penetration- be creative!