Can I  withhold relationship information from a friend?
Is there a reason why you'd hold off information about your relationship?
It was just my choice I don't have to tell him about my sex life.
Friends are expected to share details about their lives with one another, but somethings are okay to be kept personal. Let them know you aren't comfortable about the topic and if they truly respect you, they'll stop asking. If not, then try to find a way to change the subject.
I don't want to do this he just mocks me.
You can keep details about your life private when you are talking to your friends.