I think he may have been watching too much porn. Guys are turned on by a multitude of things, and if talking him through the fantasy got him off, you did your job. As long as he didn't make you do it, or afterwards talk about living it out.
I draw the line at incestuous, pediphilic or religious scenarios and talk. And trust me, they're out there. I get calls like, 'you look like my 15 year old stepdaughter. Would you pretend to be her?' 'I want you to say "daddy stop it, you're hurting me" while we're doing it.' When I call them perverts for their thoughts, I get the 'wow, a whore with a conscience' type statements. Not my type of clients anyway. If you get a guy that you can't deal with, DON'T. If you're not experienced in an area, don't say you are. It's easier to be taken advantage of in the end. I had a friend agree to a submissive role play in the MIDDLE of a supposed GFE session, just so he could choke her and ask her if she's scared. No safe word, no nothing. She got through it, and he was the same sweetheart he was at the start of the session, but how scared do you think she was after that of running into a sicko?
Some guys with weird fantasies don't disclose them for shock value, to see how we handle it. They get off thinking we're soulless, limitless people who'll do anything. Especially in the case of your fellow since stereotypically our innocence has been robbed from us. For some the nastier the scenario the better. I say job well done on this one.