Why does he act like he is embarrassed that were friends?

I`m 15 and my neighbor (around the block) is a 13 year old boy. We have known each other since he was born and we`re pretty close. He comes over and spends the night a lot and we talk when he`s over. He begs his mom to drive him to my house when he misses us. He tells his mom he misses me but tells me he missed the dogs/my house/my mom. My mom and I invited him on vacation with us and he said he might come but he might get invited to something cooler. He teases me alot but sometimes sticks up for me to my mom. He tells his friends that hes at his parents friends house when he`s over here and when I ask him why he doesn`t say friends house he says im not his friend just his sister. We are close and do consider each other siblings as hes an only child and i`m the only kid at my home. But hes been acting kind of cocky lately and hurts my feelings alot. Him and my cousin are my only friends as I have severe social anxiety and have a hard time making friends.