Well, have you tried asking him why he picked her? Note my choice of words here. Specifically don’t ask him why he didn’t pick someone else but what he likes about her. My personal guesses (!) are: they share an interest in jazz music, they had a good time together at the festival and she doesn’t expect him to act like society imagines “an adult”: she lets him make up for something he missed when he was younger.
About her being hurt: he’s your son, you know him better than we do. Do you think he’s the kind of guy who would do that? If not, look out for signs that it might actually be happening instead of relying on your expectations. Stay in contact with her parents. At the same time, make sure she’s comfortable talking to you. That way you will know if something happens. But please don’t accuse either of them of something that isn’t actually happening.
What? That really shouldn’t be the point for anyone to worry about.
The important thing is to make sure she’s safe. As long as that is guaranteed, everything else is his choice and his responsibility. He is an adult, he is allowed to decide for himself if he cares about what society as a whole and his parents in particular think about him.
Shaming him and pressuring him into leaving her will only make him stick to her even tighter, just to spite everyone else. And that might actually go wrong when the relationship eventually breaks apart and he can’t accept that because he doesn’t have anyone else left.