Maybe you could offer to pay him a little bit if he will put the dogs back in? That is really great that he comes home for lunch and the dogs get to go out, so it might be worth a little money? I understand your frusteration and worry. My dogs don't even want to go outside alone, and I'm glad they're like that so I don't have to worry about them.

I can't really think of anything else besides just talking to him and explaining the dangers that could happen while no one is home.