Please HELP.. Why do guys like girls to call them daddy?

whenever me and my boyfriend have he always wants me to call him daddy.. its not like "whos ur daddy" or something sweet like that i kinda get that why guys like to say that but my boyfriend takes it to the next level.. hes always like "do u like when daddy f*cks u?" or "suck daddys d*ck" stuff like that and he even wants me to call him daddy thru the whole thing. we just started having a few months ago and the first time i didnt really think anything of it but now its got me thinking.. why does he wants me to call him daddy all the time when were having ... is this normal? or does he really wish he was my real dad and is a creep into incesst?