Should we coax our friend out of the closet?

I have a really good guy friend who my rommate and I (who is also a close friend of his) have recently found out is gay. For a long time he's been really sneaky about who he's dating and couldn't seem to keep his story straight about several "girls" that he hangs out with when we're not around, so we've been pretty suspicious. So we got curious and did some creative research on myspace, and found out that what we've thought all along is confirmed. He's totally gay. Which isn't a problem in the slightest. Our entire group of friends loves him for who is is, not who he dates. The problem now is that I don't know whether to confront him about it or just let it be. On the one hand, I don't feel like it's my place to call him out on it. If he hasn't told us by now he's obviously uncomfortable about it so I don't want to "out" him by telling him that I know. On the other hand, he's been basically living a double life, which has to be exhausting. I kind of feel like I'd be doing him a favor by telling him that we know, so he doesn't have to keep lying about it. What should I do?