My 4 year old daughter is very outgoing at home, but reserved in social situations. She tends to be shy, just like I am. She has been going to the same daycare/learning center for 2 1/2 years, and even now, there are days that she cries and doesn't want me to go.
Talk to the teachers in depth to make sure he is doing well after you leave. Does the center have a camera in the rooms so you can drop in and observe what is happening, without him knowing you are there? If you know he is being well cared for, and you trust the teachers and the manager of the daycare, then I would accept that he takes a little longer to adjust or fit in. With my daughter, she really has a hard time walking up to children that are already involved in an activity, but when I pick her up at the end of the day, she's in the midst of activities with the other children. She just has to get comfortable at her own pace.
I wouldn't worry about it, unless you think there is a problem at the daycare, in which case you should investigate fully.