What you describe sounds a lot like my kitten. Mia is 5 1/2 months old, and for the last month (which is when she got her first heat btw), she started doing her own thing more. She used to enjoy cuddles much more, but now she seems to be more independent. She also whines a lot more
We wonder if she doesn't have some siamese in her as she's very vocal (and she got her first heat at 4 months old which is very young).
We call it her 'stroppy cow' phase and we're not too worried about it. She's still affectionate, but on her own terms. Even if she's less into cuddles and being carried around the house (she used to start purring the second I picked her up), we're still madly in love with her, and she is still a wonderful, funny and beautiful little cat. She's just more independent. I hope she will be more cuddly after she's been neutered (vet won't do it until she's 6 months old), but I love her the way she is, and I accept that her personnality might change throughout her life, and to be honest, I'm looking forward to seeing her change and evolve, as I think it is quite fascinating. I even enjoy her being a stroppy cow, as it's quite funny
From what I've read, it seems like Cozmo is still showing you affection, but differently from what he used to and more on his own terms. He's got his whole life to live, and he's not going to remain the same all the time! Enjoy watching him become himself and develop his own personality!
Sorry for the long rambling post