You can therefore offer to hold him if he cries, but don't immediately impose this on him. If he wants to keep struggling to crawl while he is crying, he should have the right to do so, for as long as he wants. You can reach out your arms and ask him if he wants to be picked up, and then look for his cues indicating whether he wants this or not. But do stay near him even if he doesn't want to be picked up right at that moment. If you do pick him up, he might still need to cry for a while in your arms, and he should be allowed to do so.
Different babies have different temperaments.
Some are very intense and determined, and they struggle to do things that appear too difficult. Others are more tentative, and don't try something new until they are sure that they can master it on the first try. Your child's particular learning style might stay with him as he grows older. Perhaps he will become a determined adult who is not afraid to tackle difficult projects in spite of frustrations along the way. It's a part of who he is.