Offended? You're placing blame on him for his curiosity! He's entitled to his thoughts and to explore online (within reason and boundaries). Where's the harm? In the grand scheme of things he's not fantasizing about under-age children or anything risky or even what most reasonable people would consider perverted.
Why should you snoop on him as to where he goes on Internet? Apparently you're suspicious of his loyalty. He's not cheating on you with someone in person, is he? In fact, you haven't even said that he's chatting with women online. He's looking at pictures. So what? Your snooping on him is far more of a risk to the relationship.
A mature approach is without blame or anger to ask him to tell you about his fantasy. If he doesn't, that's ok but tell him that it would make you feel closer and less distanced from him.