What I would do, would depend upon what my exact relationship is with said individual and what exact paramaters exist in our arrangment with each other.

Like is it an online or real life relationship, is it an open or closed, etc.

If its online only, well I simpley dont agree to anything closed in that area becuase one can never really know someone else from online alone anyway, I would have no idea that the guy in question isnt himself married in real life and or carrying on with ten other people etc.

Ultimately only you can decide if your going to tell him anything about it.