I wouldn't say naive at all. But doing the follow-up after sending "be safe" is just good strategy on his part.
Unless this guy has completely friend-zoned you (which can happen), he's thinking about screwing you.
And without your EF family here to support you, his next good move would be to get you complaining about how your husband reacted to last night. He'd twist the knife with little texts asking you to meat up in the future by asking you if you've got Greg's permission. He'd ride just along the edge of making you mad, but he'd never draw your ire -- he'd just twist the knife.
Don't underestimate the value this guy places of mounting you as a trophy. In this case it's really messed-up since you are married, but nailing another guy's GF because he dislikes you is considered super fair-game among men. I doubt if guys here would admit it freely, but it's a common goal.
The one thing I failed to mention earlier is your trump card. If you've never cheated or given him a legitimate reason to think you've cheated, then you do hold the better hand. In that regard, he's most definitely barking up the wrong tree because the standard of proof for a spouse with a 100% track record needs to be sky high IMO.
This. She says she never has, which is why this is her husband's problem, not hers. His insecurities and miserable feelings are on him.
I'm as guilty as the next person of being super suspicious about everything once I've found out a partner has been cheating, but before that? No. You really have no choice but to stfu and trust your partner unless you know they've been stepping out on you without a doubt.
Doing anything else, snooping, checking up, etc before someone has actually done anything wrong is a sure fire way to kill things. All that does is push them farther away, making someone more likely to cheat.