Oh MB, that's got to be hard. I have actually had the reverse issue, namely not talking about my husband's private life when I'm around new people. I like to share everything, so it's been difficult for me to have to look at everything and try to gauge what is mine to share and what belongs to him, or what has joint ownership and can't be shared without permission from both parties.
Perhaps if you think of it as things that belong to her that are not his to share, maybe they won't feel like his secrets that he is keeping from you, but rather that he's protecting her right to privacy, not his.
Look on the bright side, it seems like he still wants to share all of these important things with you, but he's remembering to respecting those boundaries. Doesn't that make you proud of him?