What could my postdoctoral advisor do, now that he knows that I started looking for positions in industry?
My feeling is that most supervisors/PIs are aware of the realities of being a postdoc, having been one themselves at one point. I suspect that he valued your honesty, and understands that most people would like a well paid job with stability.

Unless he's shown some signs of being an awful person, I would assume he was asking you out of personal interest, and so that he organise his grants and find a replacement if possible.