Why did this guy asked to delete the flirt chats?

So we were chatting on whatsapp and he said to come on other app like snapchat or Instagram because he don't want to reply others in whatsapp. So we moved to Instagram exchanging flirtuous chats. At the end he asked to delete the chats because he will feel shy.. But later he didn't delete. Is this a red flag?
Why did this guy asked to delete the flirt chats?
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