How do you know he never did it with his exes or with anybody else? I'm almost positive he mentions it in passing to people if he can. People like that don't just pick one or two people to annoy; they annoy EVERYBODY they can.
The reason he keeps telling you that is because he has insecurity issue and that's his way of making himself feel better. He defines himself in terms of his income and wants you to know that he's doing well. And also to poke at the fact that you might not be. Him telling you constantly is his way of making you acknowledge that he is "the man". He has confidence issues and he's a douche. He isn't the first and he definitely won't be the last.
I'd suggest that you let him know that you don't care how much he makes as long as he treats you right. And treating you right isn't beating you over the head with his salary. Basically you need need to let him know how annoying he is and that unless he stops he's risking annoying you right out of the door. Some of his issues he will need help working on and he'll have to acknowledge the confidence and security issues. If he won't you're stuck hearing about his salary for as long as you two are together.
It was written.