Question about living with future husband's parents?

My boyfriend is the eldest child and he financially supports his parents and siblings. His mother is a housewife, his father works as a mechanic and he earns sufficiently but he still supports them, and his sister is 23, and his 2 brothers are 12 and 19, so he plays an important part. The issue and conflict I am facing is living with his parents. I would love to live alone with my husband, and to be living with ANY guy's parents would be difficult to adjust to. I just don't know how I can settle this with him or even bring this up. The only way me and him would be away from his parents would be if his parents did not accept being that we come from two different religions, me and him have worked out our differences but living with parents is a whole different ball game, if his parents did not accept then me and him would have run away and gotten married.... but since they like me, we are all going to be living together. His parents have the intention of going back to their country and perhaps living there, but God knows if that will happen. What do you think about all this? I have known about him playing the man of the house role but now when I see my friends and cousins getting married and them living alone and getting their own privacy I begin to feel upset. I don't know how I can tell my boyfriend how I feel without hurting his feelings and him getting defensive. I don't want him to think I am wanting to kick out his parents, and I feel selfish that I am thinking this way. Help me...