it's not illegal since he took them of you and you dont mind but as to the question of whether he has a problem, I wonder if he does. Seems kind of like he has a problem with voyeurism. Thankfully it sounds like it's just of you but still I don't think you should leave it at that, at least communicate your knowledge or concern about it. Part of voyeurism is the fact that it's done without the knowledge of the targeted person. I wonder if he'd still do it, knowing that you have found him out.