Some guys are pretty grossed out by the idea of having sex during a period, so maybe he's just letting you know it's OK by him if it's OK by you rather than being cheeky or pushy....? Ultimately, as has been said, it's your call though and if you don't fancy it you're entitled to say so.
I used to have the most horrific periods (which is why I've been on depot for about 15 years so I don't have them anymore) but sex was actually the one silver lining, everything was hyper-sensitive so it was amazing, the boyf at the time wasn't phased by it so we'd just put a towel down and business as usual!