His big ego always gets in the way of showing his concern for you. His pride is all he got, he doesn't want to seen weak and soft, even in front of you.

It's now raining snow, you didn't checked the weather's prediction, and here you are not wearing thick layer of clothing. He sees you shivering in cold, yet his ego is too big to even lend you his coat to warm you up. "You should wear a coat," he held your hand tightly, keeping it inside his pocket as he hold your hand. He's blushing.