Its understandable to want this closeness and to share everything with your partner. And, indeed, most couples probably do this to a degree at the early stage of their relationship.
But the reality is that you are two independent people choosing to live together in a union.
You will share some tastes and interests, but not all. If two people are doing everything together all of the time - I wager a lot of compromising is being done.
Everyone at some point needs their space. Some people need more than others. Love means freedom - giving a person freedom to chose their own way, to stretch their wings.
I love my g/f and love spending time with her. But every now and again I really need some space - some JHL time. Then when I see her again (like after a few hours), its like falling in love all over again. Sigh
So to answer you question - its a lovely thing that you want to spend all your time with your partner - but its a very healthy thing to both have time for yourselves.