I completely understand the confusion you have with the person raised religious yet has this sneaky desire issue.
I asked exah about this and his porn addiction. He said the lure was that it was "naughty".
Well that lure is a little twisted and immature...but I tend to focus on how it lacks respect for women, objectifies, etc.
it's so ironic, he can't see sex on the tv with you in the room, but he can run off to the strip clubs...gotta go grab some guilt!
Is he Catholic? They seem to have much greater guilt installed than other sects.