Compromise is important, he might be enjoying going out but he needs to be fair to you too. Speak to him and tell him how you feel. Let him know your concerns (In a articulate, calm and assertive manner). Offer a compromise as well, So for example, You can go out every second Saturday but check in at midnight to let me know you are ok. And you can then ask for what you would like to do to!
I'm sure a girls night out is in the books for you? It's healthy to have a social life and more so away from your partner. I go out with my friends once a month no questions asked and my hubby the same. We also go out just the two of us quite often too. You can't be too worried about what he gets up to, it is out of your control and a loose loose situation if you do worry.
Worry + stress = fighting = problems in the relationship and wrinkles.
Or Don't worry + He is a dooche = problems in the relationship but you have no wrinkles cause...no worries.
but the other option is Don't worry + he gets over his mid life crisis = healthy relationship.
You are the star of your life and it's up to you to enjoy it and not be overly concerned about the supporting role.