I am asexual and aromantic (aka ace/aro), which means I'm not really attracted to other people, and definitely don't have any interest in dating. Despite that, and despite having literally never dated anyone, I've consistently had my family heckle me about dating the way your friend does, as well as had friends and acquaintances interpret my close friendships as romantic. Oftentimes, this continues even after I've come out to them.
This is a phenomenon called compulsive heterosexuality (aka comphet) - it's the way straight people try to push other people into conforming to heteronormativity, to force them to have particular kinds of relationships consistently. And it's really damaging, and demeaning to deal with, especially as an adult. Importantly, you can be subject to comphet no matter what you identify as, no matter what your orientation is. It is not just about parents pretending their queer children are straight, but about straight people being pushed into relationships they're not interested in, or babies being thought of as "flirts" when they look at people of a different gender and smile.
I'm going to talk about a few of the strategies I've tried to deal with comphet, and how they've succeeded or failed. Unfortunately, I'm not going to have an answer with a nice bow that definitely lets you keep the friendship and stops your friend making you uncomfortable, but maybe this can give you some tools.
I also just want to say, upfront, that there's absolutely nothing wrong with not dating, nor with you, and that your friend is being rude here. I think you know that, based on your post, but I also know what compulsive heterosexuality feels like, and I think it's good to have that reaffirmed by others when you're facing it. It sounds like you're living a life you're really happy with, David, and that's the most important thing :)
The first thing to try is just casually rebuffing any statements you're uncomfortable with. If he asks you to check out a girl, deflect with a joke. If he asks if you're dating, just say you're not really interested in the dating scene. If the conversation moves onto your love life, just steer it to a different topic that you're actually interested in discussing.
I find this works well for acquaintances, or other very casual relationships. Ones where everyone is just making polite conversation, and it doesn't really matter the topic of conversation. This keeps you personable and the doesn't kill the conversation, but also means you don't have to have an uncomfortable conversation about your (lack of) dating life.
This has basically never worked for me with longer term relationships. It doesn't matter how many times you casually redirect the conversation, how many times you say "Oh I don't really date", the only people who have ever gotten the hint have also been on the asexual or aromantic spectrum, and they don't tend to talk relationships anyway. So, I don't imagine this will work for your friend.
It's also just kind of hard to do naturally? Like, it's a skill you have to develop, and I have always found it hard. If you're more charismatic than I, this might be less of a problem for you, though.
Setting a Boundary
If you end up consistently in these discussions with someone, it can be helpful to just explicitly state "I don't want to discuss my dating life. I don't date, and I don't want to. However, if you want to talk about your dating life, then I'm happy to listen!"
Then, you enforce that boundary every time they bring up your dating life. "As I told you before, I don't want to discuss my dating life." Then change the topic.
If you do this around other people, too, it can put social pressure on the other person to not bring up your dating life, as it's a lot more visible to others in the group how your friend is being rude and making you uncomfortable.
This is really explicit, and makes it clear that you are uncomfortable, in a way a more casual rebuff doesn't. If your friend doesn't know they're being rude before this, now they do.
This can also be an opportunity to explain how & why this is rude. For me, this process usually comes alongside coming out to the other person as ace/aro and explaining comphet to them, and maybe some other terms like heteronormativity & amatonormativity depending on how receptive they are. And that can have a knock-on effect where the other person can start to recognize compulsory heterosexuality coming from other people, and give them the tools to prevent it or support the person it's directed at.
For some people, this just doesn't work. My parents will still occasionally try to push me to meet someone, despite my being out to them for years and having had this conversation multiple times. I used to have a friend who was also ace/aro, and we had a mutual friend who was constantly asking if we liked each other or if we were secretly dating, despite the fact that we were both openly ace/aro, and didn't date anyone, and she knew that.
With some of the comments you list your friend as making, it seems like he might be in around the same place.
Physically leaving conversations about romance
In a couple cases, I opted to just start walking away whenever a conversation turned to romance. It didn't matter if it was about me or not, I just didn't want to be involved, and would leave the conversation to signal that.
This is really just a single strategy for enforcing the boundary above, but it feels bigger, so I figure it's worth mentioning explicitly.
Can't be asked about your dating life if you aren't around for it. Hard for anyone to cross your boundary, at that point.
This can easily read as rude to bystanders, especially if they don't know that you set that boundary already. (Or, if like me, you never explicitly set that boundary and just started walking away one day)
This can also easily lead to losing the relationship entirely, if your friend gets really offended by this sort of action.
Letting go of the friendship
In some cases, I found that the only way I could get the comments to stop was to just stop talking to the other person, or letting the relationship naturally die. In none of my cases was the comphet the only issue in the relationship, but if someone is willing to step past your explicit boundaries that you continually set, that is a pretty big red flag, and they probably have other issues.
This is the most effective strategy to stop having compulsory heterosexuality in your life.
It's obviously sad, and it hurts, and it's often hard to convince yourself that a relationship is at this point.
Just live with it
And, the other really sad strategy is just put up with it. Rant to understanding friends who are removed from the situation afterwards, but while you're around your friend, just deal.
If the relationship is really important, this doesn't put it in jeopardy.
It weighs on you a lot over time, and can really hurt. This was the strategy I tried with my dad for a long time, and it really didn't help me feel close to him. I can't tell you how often I thought, "I wish I could just come out to him," for the years before I did so.
Unfortunately, this is a very hard situation. I don't blame you for feeling hurt, because what your friend is doing is really hurtful. But compulsory heterosexuality is baked into our society, and it can be really hard to get people to see the problems in it, especially when they're as invested as your friend seems to be.
For a bit more of a happy story, I once had a friend who told me "You have to get married some day!" right as I was figuring out that I was ace/aro. At the time, I didn't have the courage to come out, and I sat in that hurt for a long time. But, eventually, I did come out, and nowadays, she's one of my closest friends, and she absolutely understands that no, I won't be getting married, and there's nothing wrong with that at all. She's one of my biggest supporters, and I really appreciate her for that. So, people can turn around, they can surprise you.
I hope your friend is one of those people.