I LOVE it of course, that he finds me exercising sexy, but I don't like certain words, phrases, actions. They turn me off and he has quite a few of them.
I understand this notion... but keep in mind that YOU are the one offended by certain words and phrases. It is YOUR sensitivity, not his... and to ask him to change his behaviors simply so YOU don't have to feel uncomfortable is part of the problem.
One thing YOU could do, that is entirely within your power, is to lose your sensitivity to such words and phrases.
If you don't want to, that is well within your right, of course. You can explain to your H which things offend you... but to expect him to change is controlling and manipulative. You certainly can hope that he will honor your feelings, but if he doesn't, then you are still at square one.
If YOU change... it doesn't matter what he does or does not do, and you have completely by-passed potential arguments.