Bathroom vent terminates to attic not outside.
You could vent out the wall with one of these guys


(Louvered Exhaust Vent)

Or out the roof with one of these


(Roof vent cap)

Either way, your inspector is correct. Blowing warm moist air into the attic is probably not the best idea.

It's also not a good idea to vent out the wall too close to the soffit vents, as the exhaust will just be sucked back into the attic through the soffit.