Emotional affair

My husband has been having what I would call an emotional affair with a women for about a year and a half now. He knows I am aware of it, but not all the details that I know. We have been to counseling several times, and his position is that since he has cut back on his contact with her, I just need to get over it because he doesn't want to lose her as a friend. However, I know he is still obsessing over her. She has even told him he is out of line, and he still won't stop pursuing her. I do believe nothing physical has happened, however I am pretty sure it is because of her stopping anything from happening. After all this time, I admit I have gone looking for "evidence", and have found a couple letters he has written to her expressing how he feels about her, in addition to some other things. I usually just let things slide, which is why he feels he can walk all over me and continue his "friendship" with her. But I feel since I am 34 weeks pregnant, I need to let him know that I know what he has been up to. My problem is I feel guilty for snooping and know he is going to be pissed that I found some things he is trying to hide. I guess my question is, do you think I should feel guilty about sneaking around to catch him, or did I do the right thing after 18 months of him lying to me on a consistent basis? Any thoughts would be appreciated!