Dog whines when I leave the room?

edit

My dog whines if I leave the room to go to another room and he can’t come. For example, if I go in my bedroom and close the door, he sits outside the door whining. The whining gets louder and more dramatic (haha) the longer he can’t be with me. But he’s fine if I leave the house (we have a camera, he just sleeps) for short or long periods of time. Any reason why this would be happening? Or what I can do to help him be more comfortable even if we aren’t in the same room?