I think with some it's so much of a habit they don't even realize they're doing it. The fact that you see him doing it, I'm guessing without his reacting by looking away since you don't mention that, may point to this being the case.
Maybe you're more of a goddess than you realize.  But in any event, if it has become at all uncomfortable or just distracting you should let him know, in the interest of a productive therapy environment. 
__________________
“We use our minds not to discover facts but to hide them. One of things the screen hides most effectively is the body, our own body, by which I mean, the ins and outs of it, its interiors. Like a veil thrown over the skin to secure its modesty, the screen partially removes from the mind the inner states of the body, those that constitute the flow of life as it wanders in the journey of each day.”
— Antonio R. Damasio, “The Feeling of What Happens: Body and Emotion in the Making of Consciousness” (p.28)
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