What's up with this?

Well he might not want anyone to know or maybe he is also hooking up with other girls that he already has added as friends. Try becoming "facebook" friends with his other friends and i;m sure he will say something to you about that. Or you could just stop sleeping with him and sleep with someone else.

Ouch this is a sensitive touchy situation.
How long has he ignored your request? Maybe you should bring it up to him, but it seems like this guy is a player, and will just give you the run around anyways. It sounds like all he wants from you is sex, he hasn't told his buddies or anyone about you, so that is why he won't add you. If he adds you then there is a chance people might find out. He might have other girls on his facebook that he is trying to hook up with as well, so if he added you it would complicate things. I personally would cut off all ties with this guy, he sounds like a tool. There are tons of guys out there that would never treat you like this, go and find one of them, and kick this douche to the curb.