I don't have any suggestions, really, other than possibly buying a "puppy pad" for him to pee on if he insists on continuing this behavior. I just wanted to chime in to say I think it's a "normal" boy-type idea of fun. My son is older than yours. But just this past summer he left our house (our house with THREE bathrooms) to go out front to pee. He did this twice that I know of and he's not suffering from any issues. When I asked him why he did this he said "I don't know. Just because I wanted to". I did have to instruct him to at least pee in the back yard instead of the front so the neighbors won't be offended. :-)
Good luck, I bet it'll get better soon!