Sperm do NOT die when they hit the air...Sperm can live outside the body for 72 hours.
Are you sure nothing is coming out of his penis at all, or do you just not see anything come out of you after sex? There is an unusual medical condition where the semen doesn't come out but goes inside the man, but I think this is very unusual. When he has an orgasm that you can see (or when he masturbates), is sperm coming out?
if air touch the sperm they die .