Why don't you just ask him to be more discreet? That you understand his need but would appreciate it not being so blatant, such as photos on his phone. You can use the example of large penises and ask how he would feel if you had photos of those on your phone?
Explain that you don't want to change him, but you also want to feel respected in your relationship. Its really not that different from asking your partner to please close the bathroom door when they are using the toilet. Its natural, yes, but that doesn't mean you need to see it up close.
Second thoughts can generally be amended with judicious action; injudicious actions can seldom be recovered with second thoughts.
--Cyteen by C.J.Cherryh