It gives me the option to send him a friend request, but then it just says he's already on my Friends list, so I'm guessing it doesn't send him the Friend Request.
I look for his name in the thing that shows all your friends, and it doesn't have his username there.
He might not have accepted my FR yet, would that cause it to say he's on my Friends List already, but not show up in invitations or on my (Grand) Friends List?
EDIT: Problem resolved.
It was because he hadn't accepted the friend request yet.