Upset:  You got fast-tracked to adulthood.  Realize your parents are human and flawed, and while this is upsetting to you, he's probably not going to fall to his knees in a pool of tears and beg your forgiveness for ruining your vision of him.

Tell him:  "Dad, unfortunately I looked at your phone and found out information I wish I didn't know. 
If I found out, Mom will too, eventually.  I don't look forward to that day."  Don't expect him to make you feel better.  Make a choice about how you want to live and grow away from needing your parents to be your moral touchstone.