2 going on 16

So the other morning Arlo and I had just finished breakfast as usual; He had his favorite Honey nut Cheerios and I had my Kashi (not so much my fav, but a prego lady needs fiber) afterwards we read a few stories and were looking out the window on the couch, like we do everyday when he just kind of hopped off my lap and walked into his room. After a few minutes of not hearing any noise I got curious and went to see what he was doing. I open the door to see my baby boy with his CD player open and various CD's strewn about. He looked up at me with his intense face (the one he gets when he is deeply involved in play/work) and said "Mom, I need some Privacy" he then scooted me out the door and shut it. The next thing I know his favorite CD (Books About UFO's) is blasting and he is singing and dancing along to it. Here I am standing outside my 2 year olds door kind of getting panicky. He's 2! Shouldn't he want to hang out with me all the time? I mean just yesterday I couldn't get him to leave while I went to the bathroom.... and today he needs Privacy to listen to his Rock music???? Wow...It really does happen so fast!