If he is so worried about personal information reaching the ears of his roommate, then why didn't he tell you the guy was around when he was Skyping with you? He is putting the blame on you when in fact it was his own lack of judgment that has led to this.
Sounds to me like he is trying to transfer his angst about the whole situation onto you. I doubt he will tell on you, but his threat should be a

to you. It is in fact you that can't trust him rather than the other way around.