It's hard to know what's best. Letting him know he was seen would keep him away from your house, but maybe it wouldn't stop him from doing something to someone else. Also, there's always a possibility that he isn't a pervert and there's another logical explanation. With that in mind, if you do ask him about it, you'll find out how logical his explanation might be. He truly could have been whacked out on ambien and sleepwalking or something. What time of day or night was it? How was he dressed? Dark clothes like he meant to be sneaking around?