It is 100% YOUR business because he's ordering things in YOUR name!
If it is a reputable site, then they probably have a limit on how much he can order in his own name due to what is legal/safe, and hes getting around that, by then ordering in yours too. At the very least, what he is doing is fraud of some sort, and it also sounds like he's taking way above a safe dose, if he is indeed taking it all himself.
If it is not a reputable site, then i doubt they have a limit and so he wouldn't need to use your name at all.
I would be really worried, especially as you don't know exactly what or how much he's ordering, especially in your name. If he's dealing/selling it on, and gts caught, and some was ordered in your name, will you be held jointly accountable? If he is taking it himself which will be a very dangerous addiction, and something serious happens to him, again could you be held accountable if something happens to him, if you can't prove you weren't knowingly buying it for him?
If you insist on seeing what he's been buying in your name, will he become violent? Honestly, i'd have to put a stop to this one way or another, and if that meant phoning 101 and asking for advice, i'd do it.