There have many reason for this:
1/ He is not accept your request
2/ Your friend list has maximum and need delete somes for adding more (if not, when you log out, the friend list will not remember)
3/ Your friend have your name, and you request friend. Your friend lost your name, and you have his name in list
4/Roll back issues
I will suggest both of you delete and relog, then try to add again. It will fixed then.