I don't have this issue. We both have some expensive hobbies, and he is perfectly aware that if he gets to spend money on his, I get to spend money on mine!
We actually encourage each other to do what we want which can be dangerous at times, lol.
But it's the same reason I encourage him to go out and do things without me when he wants to. I remember watching clingy jealous girlfriends who would get upset and mad if their boyfriends didn't include them in EVERYTHING they did, even a "guy's night out", but yet would expect their boyfriends to let them have a "girl's night" without the men! Double standard much?
He really likes the fact that I encourage him to do what makes him happy so he is happy to reciprocate :)