I am a triathlete and I was married. I spent a ton of time training and my ex did not do a lot of training with me. He let me go off and play with the boys but that didn't do the trick. We needed more time together. Unfortunately, our priorities had diverged enough that it wasn't possible for us to find a good middle ground and now we're no longer a couple. I honestly believe that part of that came from our inability to find things to do together.
So here's my advice. Can you talk to him about not wanting to be coached by him and find a way to ride together? Have you explored why it is that you do not like him giving you riding tips all the time? Have you asked him why he feels it necessary to coach you?
If he feels secure in his relationship with you and you with your relationship with him, it will not matter that you train a lot or spend time training with other guys. But you won't feel secure with each other until you talk about the issues and try to figure out what's going on from both of your sides. Being controlling is not cool, nor is jealousy. But, you need to figure out where all this is coming from. Relationships are a 2 way street. It is not just his issue, it's also not just yours.
Living life like there's no tomorrow.
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2007 Look Dura Ace
2010 Custom Tonic cross with discs, SRAM
2012 Moots YBB 2 x 10 Shimano XTR
2014 Soma B-Side SS