I agree this could be nothing. Don't jump to conclusions. If he was up to something...wouldn't he have gone by his friend's house where he is semi-living to shower? Did he know you would be gone and for how long? Just seems like if he was going to lie to you he wouldn't have come back to your house...way to risky.
I think you could ask him without sounding suspicious. Just ask if he came by the house before he went to work out. If he asks why then just say because the light was on it kind of creeped you out because you know you turned it off. ...Although if you haven't asked him by now you may have lost your window of opportunity.
