Should I report my real estate agent or simply fire him?

The agent it out of line. I would go to the broker he works for an explain the situation and explain why you are requesting a new agent, with the urance that this agent will not receive even a partial commission. If they cannot afford you this urance, then advise them you will seek a new agent elsewhere. The guy sounds dangerous. If I found out someone was making comments like that to my wife I would be very upset. I would like to think I can trust a professional to comport themselves appropriately when alone with a customer. To have that trust violated warrants firing the agent from the job as he is obviously not professional enough to handle it.