Personally, I don't think you need labels. You are already in what seems to be an exclusive relationship, with a man who doesn't want to be with someone else.
You're already 'going steady.'
However, if terminology is important to you then I suggest you simply explain that to him.
Tell him you realize your relationship is already at the exclusive point and you know neither one of you wants to be with someone else - but also let him know that the words are important to you and ask if he's willing to agree to be labeled.
If he is, then great.
If not, then you can decide if you care more about the label or about the relationship and go from there.
Good luck.
