You know what Bee? You need to weigh up whether this relationship is making you mostly happy, or mostly unhappy... If the scales are tipped in the wrong direction, then maybe you should consider finishing with him.
Whether it is ok for him to have these photos can be debated all day long, but ultimately, if his behaviour makes you miserable, then you deserve different.
If you decide he's worth it, perhaps you could offer to replace the photos with ones of you, instead.....
I hope you can be strong enough, either way, to make the right decision for you.