It should be OK in any session to say if you don't want people joining in with you if you are singing a song or playing a tune. But joining in is the essence of a session so this should be the exception rather than the rule. Of course, if he'd joined in with you lot with his non-concert pitch, you'd have been right to point it out.

If he only wants to do stuff on his own, you should point out that he might be happier at on open mic.