I think you have to either say something when he is behaving in a way that makes you uncomfortable or, since it is a "look" maybe smile at him and see if the look changes so you can maybe judge better if he is "seeing" you or if the look is about something he is thinking and it's a looking-at-a-person-behind-you sort of look. I think everyone has some unconscious habits they pick up; when my husband is kissing me sometimes, he will be looking over my shoulder
We have joked about it a couple times and I'm quite sure it is not about "me" so it does not bother me too much anymore, just amuses me in its oddness.