I think I get what your saying.
My first thought is, if you say something what do you hope to gain? He is still going to lie. Trust me he realizes you stopped playing the game. It is probably pretty fustrating for him. When my AH couldn't get me to react anymore he tried to argue with dd.
I do remember having the same feelings you do about it. Like he was getting away with something. I think as I continued to learn and grow I was able to see things differently
Now, what you can do is set up a boundary. If he is taking money, move it some where else. If he is lying about his whereabouts, don't ask any more.