Or, maybe he's just naturally friendly because you have boobs and you mistook it for romantic interest.
I'm married, but I have no photos of my wife on my desk at work. I have no photos of her in my wallet. I'm just really not big on photos, especially photos of me. But, I guess that means I don't really have a wife, and I'm just saying that to play hard to get right? Hell, I won't even let my wife do that whole "Put her purse in the cart I'm pushing to mark her territory" crap. I love my life, I have no interest in other women really, yet I'm still shockingly nice to them. I even hold doors open for them occasionally... Your friend's logic is pretty stupid, you have absolutely no reason to NOT believe him when he said he's in a relationship. Maybe he's actually gay, and doesn't have photos on his desk because he's not "OUT" at work.
Who knows why, but really there's no reason to not believe him. It's not like he's been fondling your ass or something.
"Well, then," the Cat went on, "you see a dog growls when it's angry, and wags its tail when it's pleased. Now I growl when I'm pleased, and wag my tail when I'm angry. Therefore I'm mad."