Am I being unreasonable?

Hey guys! So, my fiancé had been single and living alone for a long time, before we got round to being engaged and living together. I mean he's amazing, but there's this thing he does that really grinds my gear. 
He will go out without telling me he's going out! He'll grab his keys and just be out of the door before I can even ask him anything. Like He fell asleep on the sofa last night, in the living room, and when I woke up in the morning he had already gone out. And then when I texted him asking him where he'd gone he didn't reply until he got home hours later. 
I complained to him the other day about it and that kind of just started an argument, as he said it seems I'm trying to control him by having him tell me he's going out, every time he does. 
I mean we live together now, it wouldn't hurt him to just say "babe I'll be right back" or something. Right? 
Am I being unreasonable?

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