Since you say he's alone, it would be because he wants your company. Like aappyfan1 said, horses are herd animals and want to be with others. If you are getting another horse soon, I wouldn't worry about this too much because once he's got a friend who'll be with him all the time, he'll stop whinnying.
One thing to know when you get another horse. When you take one out to ride, the one left in the barn might go crazy (whinnying, pacing, etc.) while you are out riding one. Just keep that in mind.
Opportunity is missed by most people because it is dressed in overalls and looks like work. ~Thomas Edison