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It doesn't sound like it is a reason to be worried. His fear of telling you is understandable. The fact you are asking this question proves that he was right to be worried about the possibility of your not believing him.
On a more extreme example of this a woman that is raped, may not tell her man about it for months do to her fear about him not believing her. I doubt these women all lying because she didn't tell him right away. Sometimes people just worry about their partners believing them.