Honestly? It's probably not the first time. I think some people feel an almost compulsion to do these things.
I disagree that they're definitely at it. I know my ex (who sent and received such messages throughout our relationship) never fucked the people. They were boosting one anothers egos. I've sent "rude" pictured with no sex (or at least none at the time or particularly close thereafter). I did have sex with them all eventually, though, even if 18 months after. You're "familiar", bump into each other, you know you're into to each other. Slippery slope and all that.
I was in my teens, though. I don't think I'd bother with that sort of strange shit now. It was definitely just a sad self esteem thing which a few guys took advantage of for a wank. How old is he? Particularly immature?
What does he have to do for you to finish it? Videos (pretty closely behind pictures in the escalation), phonesex, skyping, titwank? Would you really have put "sending nudes to girls" within the boundaries of your relationship if you'd anticipated it was a possibility?
He knows the girl. It might run its course without your intervention but there's a decent possibility that it won't...or at least not until they've gone a bit further. If it does die down, another woman will be in the wings some time. How do people even get to have these I appropriate relationships? They so t just suddenly start sending the pictures. There's a flirty build up. Unlikely he reserves such attention and talk to just one woman he knows.
I do honestly and personally believe these things are the sort of indications that someone is probably a prolific cheat- maybe not sleeping with people, or anything physical, but the constant looking for attention, inappropriate flirtation, etc. Tiring to live with for the next 50 years....