Submitting claim: does it matter who does it?

Trying to understand if this is anything I should be worried about:

4 days ago I was in the car with my sister and friend. We parked in a parking lot, and as we were getting out, my friend opened his door. The wind was strong that day and unfortunately caught in his door and slammed the door further open, dinging the car door of the car next to us. It was a 2 square in noticeable dent.

The guy was in his car so we waited for him. I would be reasonably upset too. He demanded my insurance and license. I gave to him. We took pictures. I also asked for his name, number, insurance, licensed etc so we could each have equal info. He looked perplexed as to why I would need his insurance but still let me take photo anyway.

Before we left I told him "im sorry I've not been in this situation before. What should I expect next?"

He said he would file a claim with his insurance and they'd be in contact with my insurance.

I said "ok, can you please send me a text when you do that, so I know to look out from my insurance that they should be contacting me."

Everyone left.

I talked to my dad and he said because his car suffered damage. We can wait for him to file the claim first since hes the only who's gonna want to see if he can be compensated. So I didnt file a claim because my car wasn't damaged.

4 days go by and we've not heard anything.

Then yesterday, i get a voicemail from the man who passively threatens me. He says he called his insurance and they said they "didnt hear from my insurance company yet." He said he expected action would have been done at this point. He said I should "rectify this situation or there would be consequences for me.

Kinda spooked me. I called my insurance and asked why i havent heard anything. They said nobody has filed a claim on me.

So I started a claim on my end anyway and filled everything out.

I know its best practice that both parties should file a claim. But im curious as to why he wouldn't do so first, especially since hes the one who would want to make sure he could be compensated? Is there a reason he'd wait for me to do it for him and his car? And why he'd threaten me first without even submitting a claim with his insurance on his end?