What's wrong with ultra thin ones

Nothing at all - condoms sold in the UK all have to be tested to the same standard to get a kite mark, and if they're not safe then they won't pass. I use Skyns too and occasionally Pasante Unique (which are even thinner) and the only ones I've ever noticed break regularly were Durex.

However

I think it's also a case of he doesn't want to waste them. I know I hate waste.

In no situation is him overbuying things so they get wasted your problem - if HE doesn't want to waste them then HE can find some use for them, and if he prefers a particular type of condom then ask him what they are and get some yourself. I wouldn't let anything I hadn't supplied myself (and that includes toys, lube, bottles of massage stuff - anything) anywhere near me.

I don't think his reasoning makes sense. I'd be happy to accommodate his request but I'd buy them myself.