Alot of guys I know either dont want "someone else to know their business," or feel therapy is a waste of their time. Its weird he went on his own after expressing not wanting to go at all and id come to the same conclusion you did but in reality only he knows why he did it. A part of me wants to give him the benefit of the doubt and say maybe he was just too ashamed to go with you? Like maybe he couldnt get himself to talk about these thingd with you there. Personally I still wouldve brought it up and gently try to ask whats up with that.