It's because he looooves you and wants to be near you!
. Seriously though, he's a puppy and just left his litter where there was always someone around paying attention to him, playing with him, getting into trouble with him, etc.
Although I know many people would love to just play with puppies all day we have other responsibilities and it's just not possible.
He will whine and it's normal. You can give him something(chew toy/treat) to occupy his attention while you're taking care of things. My pups whined profusely the first month I had them, but eventually they learned I'd be back and usually with a treat.