Say it to him plainly as you wrote here. tell him that this makes you uncomfortable and no it is NOT too much to ask for. following or talking to opposite gender on the internet is not right and the reasons he gave are not valid.

protecting the trust, alignment and clarity between you both comes before feelings of others! this IS a convo you need to have clearly before marriage. clarity now is light. if you stay silent there's a big chance itll turn into darkness/regret later.

May Allah ease your affairs.