Welcome to the forum!
First of all, I am not a doctor, so take everything I say with a grain of salt.
I think it is a valid reason for concern.
I don’t think there is any specific Finasteride-specific knowledge about this situation specifically. You could maybe try to look up studies that were conducted to research the possibility of fetal abnormalities due to the paternal parent using Finasteride in the time of conception, and use that as a basis for how likely you think it is that Finasteride is potentially transferred via semen. I have seen some studies where Finasteride effect on fetus is studied but I think these were mostly about the maternal partner taking Finasteride systemically (for god knows what reason).
Based on my knowledge I am inclined to say: Yes, you could theoretically possibly be exposed to Finasteride via his semen, especially when you are exposed to it via your rectum, since absorption into the bloodstream is more likely via that route.
Many pharmaceuticals do make their way in semen. For some compounds this means that the amount of drug present in semen fluids is similar to that in blood serum measurements. I’m not sure what kind of measurements we would be talking about in the case of Finasteride, and what that means for its potency, but given how effective Finasteride is in small doses I think this is a legitimate reason for concern. Finasteride allegedly has a half-life of about 7 days so unless he hasn’t been taking it for over a week there will still be a chance for exposure.
I can also definitely understand that it is hard to bring up.
Despite this, I would try talking to him about it. Your experience of adverse effects may inspire him to quit the drug altogether, hopefully without consequences.
He should of course make his own choice about continuing the drug, and if he is not experiencing any adverse effects he may not be very susceptible to the idea of quitting it for your sake.
Again, I am not a doctor and I can’t guarantee any correct, conclusive advice. Perhaps the amount of Finasteride in his semen is negligible. As a PFS sufferer I am biased against any exposure to Finasteride through any means. If I were in your position I would seriously consider ending the relationship amicably if he ultimately decides to keep taking Finasteride and risk exposing you to it.
Best of luck