How do I approach my boyfriend about this?

Well he knows you want him to stay home and he says he doesn't want to. He does see your standpoint but chooses not to stay home. Why does this hurt your feelings? If you trust that he's not doing anything inappropriate, I would not find fault with him going out just because I could not attend. So what you really want to do is convince him to stay home because you have to. I don't see the need for that.