Well, you really can't bring it up to him unless he is aware that you listen to his VM messages.
Were they talking about the dating they are doing or planning to do?
The thing about relationships is that when you suspect someone is cheating and you feel you have to invade their privacy to see if it's true - it is and it's already over. Also, if you think someone could not possibly have the time to cheat on you and that they are are always with you, always come home to you - think again (I say that from experience).