if your h has issue with you going to church, for a walk or bike ride or hike or out to dinner (getting out of the car) etc without him that is HIS issue. You make it YOUR issue by giving up those things that make you happy. You did those things before you met him and they made you happy..you intended to include him in those things and he has renegged on that. So go...go do those things...of course that does not mean go out and find some other guy to do them with and making threats like that isn't really going to get you anywhere but in a position where you will definately be without him totally.
so make a deal with him..if he likes riding in the car...once a week (or more) go for a ride with him..or do something that he is willing to do...find something to do that is more active even if only mentally (like a cards or a board game) at home with him another night and then plan to have time when you can go to church or do the active things you like to do..if he wants to join you fine if not let him know these are things you want/need to do for you and your happiness, that you'd like him to join you but if he wont that's his choice your going anyway. It's not like your asking your h to go sky diving.