I (23F) saw my boyfriend (24M) having sex with another woman

My boyfriend and I have been dating for 4 years, we online together in an apartment and get along great, rarely having arguments or even disagreements. But last weekend I finished work early (I am a waitress and the restaurant wasn’t busy so they sent me home) and came home. When I arrived home I heard the shower running so I decided to make some dinner for the both of us. That’s when I heard a muffled grunting. I opened the door of my bathroom to see my boyfriend having sex with another woman, I immediately closed the door and left going to a local bar. I returned home at the time I would have usually and he acted like nothing was wrong. How do I confront him?