You mentioned you're scarily close- what is closeness if not a signal that you both feel comfortable talking with one another. Exactly what to say or when to say it depends on your dynamics of course but if you would enjoy some companionship and think there will be opportunities to do something together enfemme or just talk about it- then I'd say it's worth discussing with him. Not having knowingly met another CD'er in person, it's tough to say how it would feel and I'd think about whether that experience sounds pleasant or not to you.
If you're happy just dressing yourself then let it ride and maybe put a pair of panties or hose in there for him- or maybe some better makeup. In this case after doing this, if he doesn't mention it, you don't have to either.