In The Middle

I have a dilemma. A female friend of mine, who I've known for years called me to ask about a mutual male friend of ours. She's liked him for a long time but its never progressed. I had my suspicions. I recently found out he was gay. We ran into each other in a gay club and we both laughed when we saw each other. We had a long talk and swapped stories. He said he always knew there was this part of him that existed and wished to explore. He used to live in the Bronx, but has now moved to Brooklyn-away from his family and friends. I guess he's taking a serious stab at the gay life and wanted to be away from anyone he might run into. Because of his abrupt departure, our mutual female friend is freaking out. She's divorced, with two teenage children but can't get over the fact that the two of them haven't gotten together. She questions, why he moved away. Why he doesn't hang out with her anymore. Why their friendship has drifted. Basically why he's become a recluse. Though I know why, I would never put someone else's business out there. But on the same token, I see how much its upsetting her. I feel caught in the middle and for now, I feel its the safest place to be. I don't want to pick a side. But I do wonder if I should let him know how his actions is affecting her or stay out of it and continue playing it safe.