Well of course, Star's presence acted as both his safety net and his springboard for dealing with those insecurities he's had since the beginning of the show. It's no lie that the two bring out some of the best in each other, particularly in Marco's case where Star's adventures forced him to move past his issues without having to go through the process entirely by himself.
However, now that she's tried to part ways from his everyday life to focus on her own issues more intently on Mewnie, her presence in his life being something he'd just grown accustomed to, he's feeling the effects of having that safety net/spring board combination taken out from under him and having to re-do all those things that helped him work on his issues. Not much really changed for him on earth, the major thing that had was Jackie, but as we saw, there were issues there, particularly with timing, so that had an unstable base when the person who supported his work in getting closer with Jackie left, leaving a pretty big bombshell behind too.
As such, Marco is now in the position where he's going to have to learn lessons he's learned previously, but he has to take them to heart this time. I'm fairly confident the Hekapoo episode coming up will be an integral part of his character development as he's already been through such a process with her before. Who better to identify his issues and help get him on track to better himself by himself, albeit not rejecting any potential aid offered by others close to him.