It is most certainly a male pride thing. And if he insists, well, then yes, you should let him pay for whatever he wants to pay for. Trying to force the issue of paying for things because you make more than he does will be a big shot to his ego. While I recognize how ridiculous it is that he wants to pay and is doing more damage to his wallet than you are, this is a social construct that he has bought into. In his mind, the man pays.
It's just that simple.
Now, you can find other ways to "pay" for things if it would make you feel better. Maybe you could leave the tip at restaurants or offer to take him out every so often and the night would be on you. Just know that his male ego will probably not let up until you get married, at which point your two incomes become "one" income.
Back to whether or not you should let him pay. The main reason why I think you should is because he wants to. But there is a lesser reason: you all AREN'T married. At this point, unless you live together, your finances aren't tied to one another. If he wants to "be the man" and blow his was so he can attempt to blow his wad, that's on him. You don't suffer here at all. He does. There's a reason that pride is a deadly sin. It can get you in situations you didn't have to be in. He'll learn eventually and realize that it is indeed okay to let your woman pay sometimes. Of course, that will probably happen after he looks at his bank balance and it says "Feed Me Seymour".
Oh, and by the way, this ONLY matters if that $20K difference is between say $50,000 and $30,000. If you make $120,000 and he makes $100,000 then this is a totally moot point and may God have mercy on your soul. Thank you.
It was written.
"May God have mercy on your soul." = hilarious.
lucky you! I know some guys become deaf as it comes to the bill in the restaurant.