In my opinion, you should just tell him to go ahead and do it. Even though there is no reason to broadcast what you do in your private life, you can't live in fear of people finding out. Aside from the living in fear part, the people who get the most shit are the people who will be defensive, easily "shamed" and apologetic.
My personal experience from a life of doing a lot of things outside the norm is that by owning a label someone tries to attach to you and turning the issue around as if it's their issue not yours, you won't lose any friends or respect. Just treat it as you would going to a movie, like "Huh? What is the problem and why do you care." It's not like you are robbing banks or shooting people. For example, if someone were to call you a "slut" or whatever, by agreeing with him or her, you've left the person with nothing to say, whereas trying to persuade them otherwise is not only validating the label, it's letting them know you are bothered by the label and you are handing them ammunition to keep on taking pot shots at you.
As strange as it might seem, how you deal with what people know about you is a lot more important than what people know about you, especially if you are somewhat of an enigma. The worst thing you can do is let anyone think you are embarrased or concerned about what they've found out. If people think you are a wonderful, helpful and nice person before they know something they consider negative, they will generally accept your "quirks" and may even question their preconceptions about those negatives. They might still think that it's not for them, but you might cause them to question their preconceptions. Friends whose opinion of you would change are not your friends. (I've actually made friends by being someone other people can talk to without fear of being judged, so there is a benefit in that way.)
You can only be blackmailed if you are afraid of losing an image of someone who is not you (excluding things which are actually illegal that would result in incarceration, of course). Another upside is that you are less likely be stereotyped, since you won't easily fit into any stereotype. Then, when people find out something about you they might find a little outside the norm, they will think it's just you being you and carry on.
Also, going the police or attorney route is not likely to let you escape people finding out, even if you prevail in some way. Anytime the police or court intervene, it becomes a matter of public record. If you do go that route, you should still be prepared for the possibilty that it won't actually stop what you are trying to stop from happening.