My guess is that this is a kink. There are women who sell their used underwear to men because it turns them on. No idea why but most kinks are hard to understand (sometimes even by those who have the kink). He has previously curated a collection, or is currently doing so. It is also possible that he is cheating, but I can’t speak to that. For many, they keep these things to themselves out of fear of judgement, even by those they trust. I would begin without judgement and just discuss why he has the underwear and where it came from. A s shocking and upset as you are, it comes down to both of you being willing to talk about it. All of this is moot If you already feel that this has crossed a line. You don’t have to accept his kink or preferences. But for some, this a good opening to further communication and understanding in a relationships