I would say not really, they do bond in a way, so they got along they will miss their cage mate if seperated but the would be the same if it was a male or female, their brother/sister, or parent. If you still have the female near by it could simply be she is in heat and he wants to get to her more then actually missing her. They are herd animals so in the wild you would have a male or two and a bunch of females, and sometimes the male(s) will leave and a new male will take over. Even when breeding it's generally set up as a male that is connected to a few female cages.