Why do men try to make women jealous?

A coworker and I have been talking for several months now. He and I have communicated to one another that we like each other romantically. Unfortunately, I have been hurt in the past and refuse to go through that again. Occasionally he will say things to aggravate me or to make me jealous. Yesterday we were talking and he said something about a girlfriend. I asked him who his girlfriend was and he said another woman's name. It really irritated me and I asked who she was and he said that he was just kidding. Then I became quiet and he asked if I was still on the phone and I said yes. Then he became pissed because I got angry over this "imaginary" woman. Why do men try to make women (that they supposedly care for) jealous? Why do men become angry when we get upset when they mention another woman?

Also, if I mention a man's name he becomes very quiet and/or changes the subject.

Also, after we talked for a little while, he did tell me that I did not need to be jealous! Why? What does that mean?

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