Boris is the same way, when I open the back door it usually takes him about 3 minutes to actually go outside. But when he really has to go, he will go right away. Is your dog housetrained? Once he is totally housetrained and he really wants to pee, he will go, alone or not.
On a side note, a dog standing by the door doesn't necessarily mean they have to go. In your case I'm thinking that he wants a walk, and that's why he doesn't go outside when you don't go with him. He's waiting for you, sort of, because he's associated being at the door = having a walk.
It's just my experience though.