A.H.
I think you may want to consider that it may be more than just normal 6 year old fears that you son is experiencing. HE may not be able to express why he needs to be in a room with you, or he may be embarressed. It may not make sense to you, but you may consider having him talk to a therapist if the problem persists. I have experience with children that have what seem to us irrational fears, but have much deeper roots.
He may just be a normal little boy that doesn't like his room, but it may more.