I believe the proper question in such a scenario would not be “why doesn’t he say ‘I love you;’” rather, “why do I want him to say ‘I love you’ to me?”
You must understand a few things.
Firstly, although society has instilled the illusion that these three words are the ultimate display of affection, they are not necessary. I know as much as any that being said “I love you” is a wondrous feeling, but they are just words; just a term describing how one feels. That said, he is living with you. He deals with what you describe as “depression and self harm” on your profile. Whether he says it or not, he cares about you. I do not want too assume to much based on the limited amount of information you’ve given me, but more probable than not, your boyfriend loves you.
Secondly, I’d stop saying it to him. That sounds bizarre and wholly counter-intuitive – but the fact of the matter is, he might be going through what he feels to be an over-saturation of false love. That isn’t to say you do not love him, but after a rather rough previous relationship such as his, whenever someone says “I love you” to him, he hears his ex saying it – albeit not consciously. It took me a while after my own ex cheated on me to accept that – hey, you know what? – someone else can love me. And mean it.
The reason I (personally, and I’m wrong on a whole lot of things, so keep that in mind) wouldn’t continue saying it to him is three-pronged. First, it gives him space to clear his mind of the personal, negative connotations with those words. It allows him to “reset” what the definition is. Secondly, it gives you more of a chance to spring the words during opportune moments, as opposed to every phone conversation or after sex (assumptions). Finally, it might just become strange to him – you all of a sudden stop saying it and he might notice, bringing it up in a conversation. That gives you opportunity to speak what’s on your mind. Yes, it’s selfish and a bit manipulative, but guess what? If you can’t get him to budge on the topic during normal conversation, drastic action is in order.
again, listening to my advice is ill… advisable. I haven’t had a relationship – much less a love – in three-ish years. Grain of salt. I’d wait til other people answer.