Hmm... I feel like the DB way would be to mirror him, but don't feel like you have to give him all the info. So if he is consistently telling you where he's going or when he'll be back when he leaves, you can similarly acknowledge to him that you're heading out, and meet politeness with politeness. But I don't think you're required to go into detail. A simple, Bye--I'm heading out and I'll be back tomorrow, could work. Or if you're going out for the night, something like, "Bye--have a good night!" You're going about your business but still treating him as you would a roommate. If it causes him to wonder what you're doing when you're out, well, fine.
