Dear Miss Anonymous,
I sincerely cannot help help laughing at this. However, this must be a tough situation for you. It is indeed a big turn off and simply abnormal…ask him more questions or there’s something new the guy will introduce very soon. Beware,he may just invite another guy for a 3 some.
I advice that you both have a serious conversation. Let him tell you all of him...it's high time you know if the underwear thingy can ever stop.
In my own opinion, this guy has an even more adventurous side that may shock you. Make decisve and drastic steps.