What are your thoughts on my girlfriend's coworker?

I'm genuinely curious to know what you guys think.

My girlfriend and I work together. We have a coworker that is a friend of hers. He constantly goes to her desk and they talk (next to me). Two weeks ago Inexpressed being uncomfortable with them soending so much time together. She said she didn't see the problem, but would take measures.

Today, we were talking about a very explicit song that talked about women underwear. He out of the blue asked her if she wears that type of underwear. She was clearly surprised by the question. She first said "Yes" and the called him out for asking that. He said he was just jokign and being annoying in purpose. Do you think I should say something or just leave itnup to her.