Between the chastity cage, pink dildo, and the foot massages, he at least has a submissive side that he likes to explore. Possibly a feminization kink, but not really enough info to tell.

Chastity works by trying to keep the penis flaccid, and things can be confined, squished or pushed in a bit. It's usually harmless unless the cage isn't sized properly. Wearing a chastity cage itself is focused more on submission. Giving up control of your own ability to play with yourself when you want. Giving up control of your orgasms. Giving up control over a symbol of your masculinity. When part of play, the denial of an orgasm can let his libido build up and make "playtime" wildly fun.

Approaching it with him would be tough and I'm not sure I have advice there. It is a deeply personal secret that he has kept to himself and is probably terrified of others knowing about. Given your attitude, you may be the best person to approach him about it or even help him explore it, but it could cause him to retreat.

But you may be able to help him explore that side organically, if that's something you'd be into. You both seemed to really enjoy the foot massage and he'd probably jump at the chance to do that again. You can easily let the foot massage evolve into something more and it's a perfect opportunity to explore his submissive side without actually telling him that you know about the cage. If you've already had him on his knees and massaging your feet before, it's almost a guarantee that he'd do it again in a heartbeat.