I agree, it is none of your business.
Not that you are not good friends, but some things should be respectfully kept private and the courteous thing is to not presume to be included into this level of privacy. In other words. Polite thing would be to discount it as unsubstantiated here say and pretend you never heard it.
If your buddy asks, then he is letting you into that level of privacy and completely different.
If your sense of loyalty demanded a more proactive approach, why not enter into a conversation over a beer about something you heard about regarding someone else. Could be a public figure or someone you both did not know but you heard about it. In casually talking about the subject you might get a perspective on your friend's view on the subject without it pertaining to his actual situation.
You might get a take on his level of privacy....