He's not itching, is he? No rash, or unusual poops?? Just want to rule out a yeasty-type infection (which, being ladies, you may know is VERY uncomfortable)
In any case, I agree that although this is "normal" behaviour, it still needs to be corralled and even stopped. Ick, what if he comes out with a mittfull of yuckies. Actually, scratch that... he is pulling a handfull of yuckies out every time. You just can't SEE them.
Either he wears clothing that limits his ability to do this, or he goes back home. That would be my stance. If it means one-piece jammies, so be it!!