My husband does watch some action movies with my little girl too. However, he is very cautious about the content and will ask my girl if she can kiss "strangers or men" before marriage etc. I used to dislike it when he watch such movie in front of the children but come to realise he need his "me" time too especially we don't have any help and he need to do full time job while managing his own business at night. He can only watch while with the kids hence we make it into an "education" time with the kids as we can't stop them for watching such show when they are outside we might watch with them and guide them throughout the movie with the right value.
As for your child, instead of questioning them you can ask him why he is interested in seeing his female classmate showering. Is it because he is curious about the difference in their body build and his. Then use that to guide him the right value to respect each other body. That's what I did and work for us. Hope it helps you.