The difficult thing here is that he stayed out Saturday night until Sunday morning, and then slept with you last night. He was insistent, basically wanting to prove that he could have you even after whatever he did Saturday night.
You don't want to go the route of seeing if he "agrees" that things were "awkward" this morning.
Here's what you have to do. Reiterate what you said last week, that you expect him to behave like a married man. That Saturday night he did not do that, and did not give you the respect you deserve. That based on the fact that after talking yesterday (when he told you where he was) he chose to sleep in your bed last night, you are assuming that he agrees with you and intends not to repeat that behavior.
Pause to let that sink in. Then ask, "Are we on the same page with this, or not?" If he says he intends to go out and stay out as he pleases, then tell him where he's sleeping.
Alternatively, you could just hang signs on the bedroom doors. "Devoted couple" and "inconsiderate bastard" and let him figure out where to sleep.
