I came to the realisation
Clearly after Keith and Lance’s bonding moment in season, he was a bit upset when Lance claimed he didn’t remember it. It is also seen in the bedroom scene, where Lance goes to Keith to talk. Keith seems quite happy saying “must really be bothering you if you’re coming to talk to me.” You can also see that when Lance says it’s because he’s the leader, Keith’s mood changes completely and he’s left sad.
And after seeing his vlog, where he mentioned he had a hard time connecting with people and he pushes people away before they reject him, I realised.
Lance forgetting the bonding moment upset him because he was letting Lance see a different side of him and he was opening up. He thought that when Lance came to his room it was for his comfort, not just because he’s the leader.
He wants to be Lance’s friend, but he’s terrified of rejection.