Hi Jules, Welcome
I'm 59yo, my wife is 51yo, most of my friends are females. I relate to females much better particularly emotionally. My wife isn't on Facebook, I'm on it say 2 hours a day. So my messages to females are frequent yet she doesn't know the content.
I asked her once if she wanted to know the content of my messages. She replied "I trust my husband". Just something to think about Jules.
The content of his message to her isn't, in my view, reflective of having an affair or wanting one. It might seem flirtatious and therefore is a concern, say something to keep an eye on but maybe over-reactive to do what you have done. With any such relationship with three people it is the one in the middle (hubby on this occasion) that should be the one to approach if you decide to, not the girl.
Hope that helps.