He wants to have some time with you to bond.
Your interests may be hard for him to join in with (like listening to music or something he can't do such as skateboarding).
He is just looking for a way to spend some quality time with his child. Don't pass it up. If you don't want to play catch, come up with another idea. Or do catch and then suggest "hey, next time why don't we do..."
If he isn't crazy about baseball and hoping your interest in baseball will pick up, he is just trying to be a father.
It's probably something he did to bond with his dad.
If you're into other things he may not understand them or know how to connect with you and he thinks he may not have time to learn about what you're into, so he's leaning back on what worked for him and his dad.
It's a step in the right direction so appreciate the effort but it would be nice as well to invite him some time to do something with what you're into as well.
It's just a thing parents should do with their kids. I wish my dad did it with me. I'm a big baseball player, and I'm pretty good, but my parents don't support it. I pay for all my travel team stuff and equipment...
He wants to bond with you or get something of his chest and relate with you ad im really sure he wants you to do the same thing.
He is a father and that's what they do.