Does he make the same joke with you? If he does not, there might be deeper communication issues between you and him.
In any event, I feel the jokes with sexual nature might be a bit out of the comfort zone but if you know him to be like this before the marriage, then I guess you have to accept him as it is.
Can't expect just because there is a marriage, the person have to change for the other party. A person has the right not to married someone but if one choose to marry someone, he or/she should accept him as a whole.
Seems like these issues are usually raise by woman. Rarely heard of such things from my guy friends.
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