I’m now not sure if I should discuss it further, whether it should be a thing we do together or not. He works away sometimes and takes them with him then. I don’t know if he uses them in the house - wasn’t sure about asking further.
Sorry, but I think you're treating him like a child! It's no big deal. He likes his ass played with, it turns him on. Unless you're willing to stick your finger/s up there (are you?), he's going to need some sort of instrument to do the job.
By all means, talk to him, but say what? You know he likes it up the arse, so what else is there to say, apart from: "Why didn't you tell me about these purchases...?"
Well, maybe he's embarrassed. Would you be?
whether it should be a thing we do together or not
He may not want to do that with you. He may want to do this on his own
I know then when a partner tried to introduce sex toys to me, it made me cringe! I took said toys off him and told him I'd rather play in peace 
My body, my privacy, and that does not change, regardless of whether I'm with someone.