Should i be upset or am i making too big of a deal?

Ok so my boy friend whos name i will not tell for certain reasons is a professional hockey player and is one of the most famous hockey stars right now. Anways we have been dating for almost six months now and he keeps telling the media he is single such as on his twitter site and ect. I have asked him why he is doing this and he says its because he does not want the press to pester him and me.... but i feel as if he is ashamed to be with me or something. He says he loves me and i believe him but i dont know why he is so concerned about keeping his love life a secret.