Have you changed filters or is the surface agitation increased for some reason? Could be the loss of the buddy. This is my opinion only not fact- I tend to think that the nest building is inspired by competion with another betta close by. A bubblenest is meant for breeding/hatching eggs. Your betta may have built nests in the past assuming if another male was nearby, females could also be present. Try making him flare with a mirror once in a while to see if he begins building again. If he isn't presenting any signs of illness I wouldn't be concerned.

He may be depressed because of the loss of his friend.

Also, check the weather. Bettas make more bubblenests when it's going to storm.