Folks in the military or otherwise dangerous professions, their world revolves around controlling their emotions. All too often to react "emotionally" to a situation in the field is to die.
The strength of a man, the true strength is the moment he walks through that front door. Some have bursts of anger, some become recluse, some annoyed, some deal with it by enacting control they feel they've lost. There are countless ways really; masking inner loss with outer humor, drinking, becoming emotionally distant.
Sometime in the spirit of kindness, many just find the best solution is to remain quiet and listen to what they perceive as trivial emotions. Though not trivial to you, to him they might be. Men have a tendency to laser in on the problem and not the interpersonal connection that could be made as a result of the situation (the bigger picture).
One of my best friends is a psychologist
While you might complain about the cold weather and expect some sort of interpersonal, connective response via a short conversation of compassion he's zoned out thinking, "You literally walk from your car to your office. Why are you complaining about something so negligible?"
It takes a rare man of self awareness to realize sometimes the best solution to a problem is not the answer but the words of comfort and an affectionate touch.
I'd confront him with your concerns. Start with the fact you want to know him deeper, and you want him to know you deeper, and to reach that point, for you at least, it important that conversations between you two involve momentary emotional standings. That it is ok to discuss uncomfortable topics with you and that he doesn't have to bury them in the hopes of protecting you...or himself.
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but the emotional department. It makes me feel like something is missing. I would probably have bolted by now and not look back if everything else wasn't so great. I feel like he's worth putting in some effort. 
