What would you do if your husband never wanted to go out with you alone?

He has already made his choice by his actions. You could try to explain to him that he really needs to make some time for you, even if it is once every couple of weeks or so (more would be better). However, I imagine that he is not going to budge on this decision, so you will also have to think about what to do if he refuses to change. Well, the same way he tells you "not to make him choose because he will just go off by himself" perhaps you can tell him that if he does not at least SOMEWHAT respond to your needs that you are the one that will go off they yourself. You then could spend time with a good friend or a trusted family member from time to time, just so you get that break you need. Good luck with this.