Could be that dating a married woman had a certain appeal, but living with her and her husband is a reality he wasn't prepared for, even though the two men get along. Does he have his own room, enough privacy? If he is naturally introverted, that is important. I don't see anything wrong with him locking his phone now that lots more people are around.
That being said, feeling "down" just sounds like another word for depressed to me. Dysthemia is a low grade depression and very common. Perhaps he needs to see a doctor.