Tough one, this is a mental toughness issue. Just look at players like Andy Murray, it took him a long time to overcome his "choking" problem to see out important matches (look at this year's Wimbleon final!)

If you use a bike race as a metaphor this is what happens when you coast before you have actually won the race (funny video but it makes a serious point):

As for how to combat this issue it might be worth working on his second serves to cut down on double faults (easy points arising from a lack of concentration) as well as getting players to be more aggressive - don't be nice, if it's an important game keep playing hard right until the match is over!

If your son is young then this mental toughness/ruthlessness is something that he may learn and develop over time, with your help.