Is he around 6 - 8 months old? I don't know a lot about it, but I have heard sometimes chins can be a little too territorial around that age....
I haven't personally had the experience, but there is the odd time, you will here about chins biting spouses of their owners, or snubbing someone else and favoring another person more in the household... there are also sometimes where you hear about chins peeing in certain spots (that aren't for peeing on) and almost seeming to delight in it. It could be his way of marking territory/showing his dominance, by getting his scent on it (urinating).
Now, if he is peeing like a fire hydrant and not stopping peeing, or if his pee is milky white in color, thick, etc... it could be a sign of him having a urinary infection instead. However, they can't really be picky if they have an infection and tend to go wherever, whenever.
However, to me it sounds like a territorial issue. You don't hear of it often with chinchillas. Just the odd one, once in a while.