I've read stories of people cruising the sex ads, only to try to meet up and have criminals rob them, steal their car, home invasion, etc. There's lots of other dangers associated with your husband's behavior IF he is actually trying to meet up with people, so personally I wouldn't feel comfortable keeping it a secret.

If he's not trying to meet up with people, maybe he's curious. Maybe it indicates that he isn't as committed. If you confront him outside of a therapy environment, do it gently and in a conversation, because what will likely happen is he'll get defensive, and then he will figure out how to hide the behavior better.