Well...with some perspective given here, I suppose I can see his rationale, but for me personally, I would be..."concerned" isn't the word, but I don't really like that he just sort of took it upon himself to do this. The issue is, for me, that he didn't get your input that this was okay. Granted, you had just had sex, so I could see making the assumption. But to me, the extent to which you were able to exert input ceased with you falling asleep.
I could go on about that for a bit, and most likely in circles, but it seems based on your post that your stated question is regarding the falling asleep in you part, not so much the sleep detail. Is that indeed your question?
Disregarding the sleeping part (were you "almost asleep" as you said or actually out? If only "almost," I do share Hammy's question about why you didn't question him then) for the purposes of a definitive answer, I do see why he would want to do that. It might not necessarily be pragmatic, but it would be a touching gesture. I only question him in regards to you being asleep...I, personally, don't like that.
Without delving into details, and respecting your right to privacy if you decline to answer, did he only insert himself, or was he actually...er..."going through the motions," so to speak? I'd be significantly more apprehensive in the latter, as it, to me, casts some doubt on his claim.
Some more information would be beneficial for our part. How specifically do you feel about it?