If a guy says he is not good at cooking or baking, it simply means that he lacks confidence or skill in those culinary activities. It doesn't necessarily carry any specific implications beyond his self-assessment of his abilities in the kitchen.
People have different levels of interest and experience in cooking and baking, and not being good at it is quite common. It might mean that he doesn't have much experience in the kitchen, hasn't had the opportunity to practice, or simply doesn't enjoy cooking or baking as a hobby.
It's essential to take his statement at face value and not read too much into it. Everyone has strengths and weaknesses, and being skilled or not skilled in the culinary arts doesn't define a person's value or worth.
If you enjoy cooking or baking and he is willing to learn or help out in the kitchen, it could be an opportunity for both of you to share experiences and create new memories together. Remember, not being good at something doesn't mean he won't enjoy participating or learning from someone who has more experience.