Alex is of course free, but they are couple and that other couple are close friends. Even if they were in a healthy relationship, it is still rather difficult to accept. Alex was originally straight, Cole couldn't (and probably in the Omega world wouldn't even want to) give Alex kids. Alex may not feel like a father after donating, but if he wants to have children, it's not really known if he wouldn't feel like he wants to be a dad to that child after birth. After all, he would see him!/her every now and then. And then it really will get strange, so I understand Cole. I don't know if I've communicated it understandably, but that's more or less how I feel :)
I mean, yeah, Cole's insecurity is on a whole diffrent level but this time he has quite good reason, because I also would feel confused if my partner come to me with such a bomb.. O.O
Yeah, alex free to do what he want.. Why is cole like that.. There wont be happiness if you keep being insecure about everything