Hey, if you kneel over in bed naked in front of a dude, you might as well hang flares on your backside and wave him in with traffic control cones. No self-respecting man-about-town is going to pass up that kind of opportunity.
So no, nothing to worry about. A man's fascination with all things ladypart is a well-established fact, and as long as you don't find it uncomfortable, awkward, or unwelcome, let him go nuts. If anything, you should be pleased your man's so dedicated to figuring out the inner workings; there are definitely benefits to a guy who knows his way around down there.
Anything that makes you giggle and makes him happy can't be wrong, right? I mean, assuming he only uses his fingers or a short list of other appropriate implements, and you're not doing it at the Ikea showroom.
All I'll say is, Swaim is right and I have had the same experiences. Nothing to worry about.