He wants to be friends, but acts cold towards me?

A guy recently "broke up" with me because he didn't want a relationship & I did. Essentially we acted like boyfriend and girlfriend, but after a month of dating - he got freaked out about titles and ended things with me. He works at my local gym and I suggested going in on days/times he's not working. He got upset and said he wanted me to come in when he was working so we could remain friends. I said I would need some space to heal. The problem is he has a jacket of mine. He said he would give it back and that was a week ago. I've had to go to the gym every day to get it from him and he keeps "forgetting" it. It feels like he's just holding it hostage so I keep coming back when he's there. This is bizarre because I am always polite to him but he acts cold towards me. I don't understand this behavior. He broke up with me, and suggested we be friends. He's also the one who is acting cold towards me and won't give me back my things. Thoughts? I am trying to move on, but he has my favorite jacket!
He wants to be friends, but acts cold towards me?
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