It means he is more concerned with his own needs or wants. If he really cared about you he would walk next to you, hold your hand, or at least be concerned if you were even safe. He's walking ahead which says "you better keep up with my needs or get left behind because I don't care if you're with me or not".
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Not all boyfriends do. There is noset reason why. But in some cases a guy walks in front of their girlfriend to show a sign of control.