People are often thoughtless and self-absorbed, and they don't always think (or even care) about how their behavior might be perceived by others, or that it might be hurtful. It could very well be that he is not being honest with you about the reason and doesn't just want to tell you that he doesn't want to talk about it. It could be some personal issue he is dealing with, or like cryingontheinside said, it could be the girlfriend influencing him to step back from you. It's very difficult to deal with this kind of thing when you don't understand what's going on behind the scenes and you care about the other person. But he is choosing to distance himself from you, so all you can do is do your best to respect his choice.

If you fight it (now that you know he's okay), he may withdraw even more.
I'm sorry you are having to go through this with a friend.