I do that for women I care about (friends, family, etc.) or if I'm trying to get on her good side because I'm attracted to her, but I do it subconsciously, without thinking. I feel proper carrying things for my female friends and family members and holding doors open for them and such. I don't know why this is though.
I don't really hold anybody up when I do those things, you know, I won't force them to let me do those things for them. However, if they're having difficulty holding something, I'll offer to hold it for them.
I just kind of do it out of courtesy.
Personally, if it bothers you that he does that, tell him that you don't need any help, but thank him anyway or something. That's if you don't want to hurt his feelings. If you don't care either way, tell him to back off.