I'm no expert but it sounds like your partner may still be very nervous about illness. This is a hard thing to understand unless you've had a serious diagnosis that has rocked your world, but once you have, it can change how you view risk. No longer cause for concern doesn't always mean much if you didn't gave much cause for concern leading up to your cancer diagnosis either.

Without actual symptoms of depression, which of course, he may have, I wouldn't jump to depression just from this. If you haven't already, you can Google the diagnostic symptoms for depression and while you obviously can't diagnose him, you could see if they are a possible fit.

It could be illness anxiety disorder or it could just be a normal short term thing as he deals with awaiting the all-clear.