Why does my male co-worker hide our friendship

I have a male co-worker who is married, we have become quite close, I would describe it as a brother/sister relationship, however I have notice when he is around other male colleagues act weird around me, he ignores me at times or sometimes likes to pick on me to get some laughs. Also sometimes he would make me coffee in the morning but whenever they are around he hides that fact that he makes me coffee or does favour for me. But we are just friends so why is that something to hide?? Can someone please explain.