KariOtt, I am guessing that you meant to take the burden off of your husband, by buying yourself an anniversary gift in his name [and with his money?].
Perhaps, that is the aspect that bothers him most: the nature of 'his gift to you' is one which he would be horrified to have ascribed to him (because it is contrary to his beliefs).
If the cross represents something that you personally cherish, perhaps you can resolve the issue by 'buying' the necklace in your own right, then select another, more husband-approved gift as your proper anniversary present. [Of course, this could all have been avoided - and still can be righted - if your husband would simply step up, and select for you his own gift from the heart.]