well put it this way, i think she'd rather hear it from her really good friend than have to hear about it from someone completely out of the blue.
tbh i don't think its rude that you read his message, yeah if the message was about something else maybe i'd say that you shouldn't have been nosey. but if my friend hadn't seen something happen and told me, i would never know who my real friends are!
(sorry but i had to stick an eg from my own dilemma).
ask him whos nat! if thats what the other womans called.. just bring it up, pretend you've ''heard stuff'' or something.
you must be able to find some excuse to confirm what you saw.
obv don't let him know you read the message but still.