Why is my boyfriend lying about his contact with his female co worker?

There's a female friend and client of my boyfriend's who texts him and calls at strange hours sometimes. When I asked about what she wanted, he got all nervous and strating lying to me. He now deletes his text messages from her (only her -leaves everyone elses) and then tells me it was someone else IF I inquire. I work at the same company and since his phone is a company one, I can see every time he texts her and calls her and vice versa. So why does he continue to lie? Once he said it's because he thought I'd be jealous but I don't understand why. I have already expressed a hundred times to him that if it's platonic then it's no big deal and that it's his secretive behavior that has me wondering. Yet he continues to hide his contact with her followed by more lies. There rare times when I DO catch him and he swears up and down they are just friends. If they are just friends then WHY is he still doing this? Why doesn't he just be open or stop contacting her?! It's making me crazy!