I understand exactly where he is coming from.
I have suffered from depression - am currently medicated daily, so I am nice and balanced.
But even before that, and throughout my life, I have enjoyed my own company for periods of time, when I may read, surf the net, watch TV, go out walking, and just enjoy being my myself.
It works fine for me because my wife works away for odd days, sometimes two or three days, and once or twice a year for a couple of months, so I get the time I need.
Don't think your partner thinks less of you - he just needs time to relax, charge the old batteries, and generally enjoy his own space.
It's fine - but be aware, he won't change if you marry - you will still need to give him the time alone he needs, or he will be unhappy.