Roommate walked in

Me and my fiancé live together with 3 other guys (once we get married we are getting our own place) anyways I was getting dressed and someone knocked on the door I just thought it was my fiancé but then my roommate comes in stares at me and walks out without saying anything (usually he knocks and waits for an answer but nope not this time) I was wearing underwear and that’s it he hasn’t said anything to me about it just acts like everything is ok. Do I bring it up orrr just pretend nothing happened I feel like he should at last apologize ya know? So as I’m writing this my fiancé is putting a lock on the door 😂😂