It depends on the rest of the rest of the relationship really,
Does he know how it makes you feel? Does he feel able to phone and say he will be out all night without getting an earful?
Sometimes we can't change things about people even if we wish we could, it's up to us to accept them or reject them for it, trying to change things you simply cannot change is such hard work and fruitless
My ex did this on Boxing Day. He went clubbing when we had a two day old DS at home. My dad rung him and told him he had 20minutes to get his star into a cab otherwise his stuff would be waiting for him at his mothers.
His stuff was dropped at his mothers the morning of the 27th December 2009, and that's the last day I clapped eyes on him.
I do not agree with people who have partners/family's at home staying out all night unless it's a prearranged thing for example night out away from home (different city), stag night, hen nights, arranging in advance to stay with friends or family. I personally think if you can get a taxi/bus you should go home at the end of the night if plans have not already been made otherwise. To me it's not about paranoia it's about respect for your partner. I wouldn't do it, I wouldn't expect it to be done to me.
The fact he's gone out after an argument and said this does make it slightly different but it comes across as very childish to be honest. The fact he is going out when you can't afford it is out of order as far as I'm concerned.
In saying that I wouldn't end an otherwise good relationship because of it. I'm guessing this is the final straw?