Just make sure he's clean and doesn't have a "bean." Then, if he's still shy after that, it's probably just him being him.
I have two geldings, and they only seem to drop a tiny bit when peeing. But then at other times they will drop just to get fresh air.
But to pee, they usually don't drop all the way, just partially.
If he pees without dropping at all, and it just sort of sprays out of his sheath, I bet he needs a cleaning.