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Two things.
Leave the poor man alone! To the extent that we try to control another, we reduce the space in which they may be themself. To allow someone to be themself is the greatest gift and honor we can bestow, and the reward is that the person feels seen and accepted and will respond by being more open, more honest and more communicative. If it bugs you, this is a cue to work on yourself, not on him. And if you must say something about it, the message should be how it affects you, not how he should change.
Secondly, no one else seems to have picked up that this is a sigh of pleasure. How wonderful it is to be with a person who takes pleasure from the world. I have known so many people who treat it as a trial and a burden.