I feel for you. I know it is extremely painful for your son to tell you that he doesn’t want you at the practices/games.
I coach a soccer team and have coached other soccer teams and baseball teams in the past. As a coach, I will say, there are certain children who perform better when his/her parent is not around. I’ve met these parents and they are terrific parents, but for whatever reason, their children do better sans parents. In my daughter’s dance and gymnastics classes parents are not allowed at the practice. Same for cheerleading. These coaches have found that the parents are a big distraction for the children, so they flat out ban parents.
For whatever reason, perhaps your son realizes he does better alone, which might sting – but if you think about it, that is an incredible self-realization and shows an ability to identify his own emotions and maturity to verbalize them. Maybe ask him why he doesn’t want you there to try to find out if it’s fear of disappointment or something else?
Perhaps you could practice with him at home? Start with a game of catch between the three of you and then maybe about catching the last inning of the game? And then go from there.
If the goal is to have him participate in an activity and have fun, sounds like you’ve met those goals and that is no small achievement. If this is his first season, perhaps it is just nerves and he might be more open to parent-spectators later on. If you know any of the parents on the team, I’d talk to them and perhaps work out an arrangement where they take pictures or video and send it to you. Hang in there!