Sometimes break-ups bring out the worst in people, and you are fortunate to have seen this guy's hang-ups BEFORE you got married to him. You know? Not really mature material for marrying. You are better off.

Please don't discuss him with his parents. Would you want him doing that with yours?

Plus, he could have been lying about his hangups for whatever reason... just not a good idea to discuss that with the parents, IMHO. He's a big boy and entitled to his fantasies, and his privacy, for that matter. If his fantasies don't hurt anyone then let it drop. I would only notify his family if he were a danger to himself or others.