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Make sure you are connected on LinkedIn, click to endorse his relevant skills, and write him a glowing recommendation!

Seriously though, it's none of your business, and everyone deserves the right to look at other positions, learn what they're worth/what's out there, and move to a new position if it will make them happy. If your coworker wants to leave, doing anything to keep them around is likely to end badly for all involved. If they do leave, look at it this way, you have expanded your network and now have a friend elsewhere in the industry who might someday look out for you!