We both are very close to our famlies. When we first got married, it was difficult for my DH to understand that I missed my mine. I moved 6 hours away to be with him. When we finally got moved in, we spent every day DH was off with his parents. When I complained to DH about it, he said "I havn't seen my parents all week". That just pissed me off. I reminded him that I hadn't seen my parents in months and I wanted his time and attention too. I reminded him that I am is wife and when we said "I do", our little family, me, him and our cat, trumps anyone else. Then he got the picture.
I think you need to remind him, again, that you are his family and the two of you need time together. Yes it would be nice if everyone lived in the same town, but that isn't going to happen.