I can see where you might feel uncomfortable, though I don't think you did anything wrong in asking nor did he do anything wrong in accepting. If you're still concerned, however, send him a quick email something like this (maybe edit to include some specifics about what you discussed or whatever):
Thank you so much for joining me at lunch the other day and especially for sharing your views and tips regarding my current job search. In thinking on it later, I was concerned I might have put you in an awkward position or may have intruded on what you hoped would be a quiet lunch break away from the office. Please excuse me if that's the case -- and I really appreciate your perspective and suggestions.
Thanks again!
Hope this helps!