I agree with Mark that the “why” doesn’t really matter and that you should ask him about it in order to get the real answer (because none of us here know him), but I have a feeling it was something along the lines of his cousin asking him what he was doing that was so important he couldn’t leave right then and so he told her.  It sounds like he has different ideas of privacy when it comes to intimate things than you do though. He clearly didn’t think it was a big deal to tell her because he called you up to confirm it, while you felt kind of embarrassed by it, so that’s a disconnect/miscommunication that you two should talk about and clear up just so you’re on the same page.