What does he mean? I don't get it?

Well, i've been really good friends with this boy for ages now and he recently started going out with this girl. The next day we was both talking on msn and he said, " are you ok about me and *****" < his gf>> and i was like...of course. whhy wouldn't i be . Then he said, " becasue i wouldn't want to make you feel uncomfortable because then that would make me feel bad about being wiv ***** "< his gf> .. I really didn't understand why he just said that ? i mean i have never shown any signs that i like him in any other way apart from friendship. Please help me figure it all out.