What does a guy mean when he says he’s only cheeky with you?

We met online and been texting for 2 weeks and I told him he’s cheeky when we chat and he replied - I’m only cheeky with you because I feel a cheekiness between us! Also I asked him whether he’s shy and he said a little unless he feels something with someone.
What does a guy mean when he says he’s only cheeky with you?
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