No, he made it up, or he is obviously quite confused, or just poorly informed. Or he thinks it is icky and don't want to hurt your feelings.
As long as you are healthy and has no infection, your menstrual flow cannot do anything to him.
You should not try to force him to have period sex with you. Some men are just totally put off by it. And that is ok. He does not have to like it to be a good partner to you. You can ask him to wear a condom, and try it on very light flow or spotting days, and see if that will make him more comfortable. Put an old towel under you, or do it in the shower.
You can also just masturbate.iexcept for the intimacy, it carries all the advantages of an orgasm during sex.
As you mention, period orgasms can be a lot of fun and is good for you, mentally, emotionally and physically. It can relax you, take cramps away, help your uterus to shed the lining, make you feel happy, help you sleep, improve your self image and many other advantages. Some women also get very horny on their periods. Researchers have also found it can reduce your chances of developing fibroids.
Take care