I don't think that you needing to know that you are now part of an art exhibit that he is using photos of you without your permission is really okay as long as he'll "take them down" if you ask.

There's a reason that tv shows and such need you to sign a release if they video tape you in a cab for example before they put it on tv. It's to basically say I'm not going to sue you if I'm humiliated by being on your show. I would bet that anyone he featured who felt humiliated could probably sue him.