maybe its too much for him
"Ok we don't have sex very much because my parents are control freaks"
I'm sorry. I just had to stop there and laugh.
To answer your question, people feel faint when their brain is momentarily suffering from a lack of oxygen, sometimes due to the "blood draining from the head" (which isn't entirely accurate) during sudden changes of elevation, or times of great stress (fainting).
Your boyfriend's heart isn't keeping up with the physical demands of his body. Perhaps he needs to breathe more deeply, or get in better shape. Also, I believe you are a rotton, awful child for calling your parents freaks for not wanting you to have premarital sex. Show some respect- they're watching out for you.
Have a nice day!