Found an escorts phone number in his phone while I’m 15 weeks pregnant

So here’s a little back story. He’s closet bi and told me he has an attraction to shemales. Ok no problem everyone has weird stuff about them. He used to work with this shemale a year before we started dating. And he told me she would be the only one he’d want to do anything with but he said he wouldn’t while we’re dating. A couple weeks ago his phone broke so I gave him my old iPhone but he left it on my Apple ID so all of our stuff such as contacts/search history is still synced. I was going through my phone contacts and seen the name of the girl he was talking about back then. So I’m trying to figure out how he got her number and why he has it so I go through the search history like maybe they reconnected on Facebook or something right? No. I found out she’s actually an escort and her number was on her escorting profile and that’s probably where he saved it from. What should i do? Should I confront him? Like why the hell are you saving an escorts number in your phone? I’m really at a loss of words and just need some advice.