He doesn't want anyone knowing about us?

Okay, I'm seeing this guy. I'm 16 and he's 21 (the age of consent where I live is 16 so dont worry, and I tend to have more in common and have better conversations with people more around his age anyway) and I guess we've been seeing each other for a month? Anyway, he told me he doesn't want anyone to know about us. He's a private person, likes keeping his life to himself, and I get not sharing every detail when you're seeing someone but it's a bit weird that he wants to keep entirely to us. I feel like he's treating me like his dirty secret. I don't think I'm just a side chick because I've been to his apartment and he doesn't just talk to me late at night, and he'll make plans with me during the afternoon and everything. It's just getting me down that he wants to hide this. What do I do?