Fiance contacting female ex-coworker late at night.

I trust my fiance its been hard ever since he lied about something a couple months ago. He used to work at a hotel and became cool with a female coworker there she is married btw. After he quit the hotel he would call up to the job to still talk to her and get updates about his old job. Now she has moved to 3rd shift and he told me he called her at 4 someting in the morning while he is at work (a new job). I asked him about this and told him I have no problem with this as long as you let me know. Now he got the attitude that he doesn't have to talk to her again for that matter since I asked him about calling her at that time.

My question is did I handle this all wrong and what do you think about his reaction?