Hey, I'm not your boyfriend haha, you just happened to use my screen name. Anyways... theres nothing really to worry about here. Its like women reading cheesy romance novels and enjoying them. Think especially about the guys who have to deal with girlfriends and their Twilight obsession.
Coming from an otaku perspective with an awesome girlfriend, he's just doing what he normally does. Its like how I play mmorpgs or even the occasional free dating sim. Clearly since you two are dating he puts you above the games right? He tries to make you feel special too right? If you two agreed to move in with each other then I'd say he loves you more than any game or fictional character, so no worries!