Hi there,
I want to speak to your question both as a mom of a five year old and as a preschool teacher.
If I were in your current situation, I would stay where you are for now. Consider this; your son has entered what was just months ago a completely new environment. His old friend from daycare is a known entity, someone beloved and familiar to him. From my perspective, this is good for both the children. Certainly, the teachers will have the kids doing activities as a larger group, however, it is naturally very common for children to bond to just one or two other children at this age. I have seen this and it is very sweet. Children often naturally find other kids with a similar temperament and style of playing, and then they tend to gravitate toward each other. These bonds can be girl/girl boy/boy or boy/girl; I have seen all of these as happy, healthy pairings.
My approach is to nurture those relationships just by supporting the children in their self-expression and when conflicts arise during play, so they can stay connected. I also encourage the children to play in different groups by occasionally breaking them up for a certain activity in a small group. However, I think there's something very disruptive to a child's sense of safety when their natural attachments are thwarted. So, it is wise for teachers not to interfere in their sense of comfort and safety with each other.
Friendships at this age, and even with my son in kindergarten, seem to be more centered around the topics and styles of play than anything else I have seen. My son has one best buddy at kindergarten, and when that child is gone, he's challenged to be flexible in playing what his other friends are playing, but he still considers them as friends. He went from not playing with other children at 3 to having strong bonds with other kids he enjoys playing with. This is really, really common for kids.
He will get the best socialization by being allowed to socialize with who he wants to. I don't want to diminish your concerns, however, kids often usually start hitting their stride in a new school situation in January or February. These are new teachers who are still learning who this group of kids is and they are still observing how your little guy ticks. If you move him, both the teachers and he will have to start anew with each other. If he has a hard time warming up to other kids, this will be a big step backward, because even if he isn't playing directly with some of the other kids, he is still getting used to them.
As for confidence, the best thing you can do for him is to be relaxed about his friendship with this little girl. Let him know that you are NOT worried about him at school. He literally cannot begin to cognitively understand your concerns, nor can he likely see the very real value in having a larger group to play with-- but he will grow into it. Kids do learn this. A couple of very seasoned moms have suggested to me that it isn't really until third grade when having a specific group of friends becomes more intrinsic to their identity. I still remember that age eight was about the time I became aware of who was friends with who, and belonging to a group of girls mattered. I would encourage you to let him enjoy where he is for now. He's got a lot of time ahead.:) Best wishes.