As long as you do not feel "threatened" or are not harmed, I wouldn't worry. It seems to me that you have a "playful" spirit, that just wants you to know it's there.
I hope he's not thinking of anyne else. But hey, to spice things up, be another woman! Role play! Surprise him one night and dress up as a nurse, or a police officer or a school girl, or wonder woman! It will be a lot of fun for you too.
Dude, please don't stereotype women by this ONE! That being said, I did take the time to read this, and do feel sorry for you. Although it sucks to hear, it sounds like she has completely different priorities than you, no matter what she said before, other wise she would not be acting this way...