All perfect praise be to Allah, The Lord of the worlds. I testify that there is none worthy of worship except Allah and that Muhammad is His slave and Messenger.
If your husband is religious and pious as you mentioned, then how excellent a husband he is! You should be keen on doing everything that could strengthen the relationship between you and him. You should think good of him, as this is Islamically required and even more confirmed in regard to the spouses, as they have a strong relationship which Allah described as a solemn covenant. Allah says (what means): {…and they have taken from you a solemn covenant?} [Quran 4:21]
You should advise him in regard to what you described as dirty jokes. There is nothing wrong with joking between colleagues as long as it does not exceed Islamic etiquette. Abu Hurayrah narrated, “They (the Companions) said, ‘O Messenger of Allah! You joke with us?’ He said, ‘Indeed I do not say except what is true.’” [At-Tirmithi]
Ignoring such Islamic etiquette and taking it lightly may lead to what is more serious.
Your husband is permitted to delete these messages and not allow you to see them, and you have no right to oblige him to show you these messages or any other messages. Perhaps it is more appropriate for you to concentrate on what strengthens your relationship with your husband and what strengthens one's faith by holding religious sessions at home or attending them in Islamic centers and so on; this is what will protect you and him from temptation.
We stress what we have mentioned earlier about warning your husband about those dirty jokes so that he would close the door before the devil to prevent him from spoiling the relationship between you and your husband. One of the main objectives of the devil is to separate between lovers.
Jaabir narrated that the Prophet said, “Indeed, Iblees (Satan) places his throne upon water; he then sends out his troops. The nearest to him in rank are those who are most notorious in creating dissension. One of them comes and says, ‘I did such and such,’ and Satan says, ‘You have done nothing.’ Then one amongst them comes and says, ‘I did not spare so-and-so until I sowed the seed of discord between him and his wife.’ Satan brings him nearer to him and says, ‘You have done well.’” [Muslim]
Allah knows best.