Desensitization in your H's case makes absolute perfect sense to me. If you continue to protect his "delicate" senses then you are enabling him to go on the way he is. The therapists point isn't so much necessarily "desensitizing" him but getting him accustomed to or more comfortable with sex in his life as a normal acceptable thing.
Talking about it whether he wants to hear it or not....will eventually teach him that it's ok, talking about it won't hurt him, it's not taboo, it's not disgusting, it's something people with a healthy R do. Same thing goes with you going about your life as you would like to. If that means that you are comfortable walking around in front of him in the buff or in your underwear, then do it. If you are comfortable sleeping nude, do it.
DO NOT continue to not do things because it might offend his delicate senses. Your H is going to a therapist, he' willing to work on things, he knows what the C has in mind....go with it, it's a perfect acceptable approach to this problem.