A few questions for you -
How old is your cat?
Is he fixed? If not he could be smelling females and wanting out. Solution is to get him fixed asap.
When was the last time he was at a vet? He could be trying to tell you he isn't feeling well and the other cat moving out at/around the same time could have just been coincidental.
Have you changed anything in your home? Moved furniture around? Moved and/or changed his litter/litterbox? One of you get a new job where you are gone more? A break up or a new relationship? Some cats just have a hard time accepting change.
Have you ever considered getting him a companion? He could just be lonely now that his "playmate" isn't there to play with him every night. I know it was through a window but still.. If you do decide to get a new kitty for company please ensure the introductions are done properly. That is the best way for a long, happy life between them. Here is a good, informative site to help with that....
http://www.messybeast.com/first-impressions.htm
How long do you spend playing with him? I mean actively playing. Not just petting him a bit and walking away. There's an old saying with dogs - a tired dog is a happy dog. Same with cats. They need stimulation too. Now that he doesn't have his fun every night he could be bored. Invest in a couple of wand type toys, drag a string around behind you for him to chase, make some tinfoil balls to throw for him, keep him involved in play and you may find his new behaviour stops.
This could also be something entirely out of the blue and he will stop doing it when he is tired of it.
Cats are wonderful creatures. Isn't that why we love them so much?