If your child had broken a rule or engaged in dangerous behavior while at a neighbor’s house, you would most likely want that neighbor to inform you as soon as possible about the behavior. Your son must feel very safe with you, and I imagine that he is very relieved to have you know.
I’m glad that you immediately followed up with your son, asked the right questions and was able to support your son when he told you about this neighbor’s behavior. I can well imagine how distressing this must be for you.