Thanks all for your support!
To clarify, he won't ask me to pay for it, but the other two times he's come here to visit he typically starts looking for a wine store on our way home from the airport.
I think I may wait and see if he asks to stop and then respond if it comes up. Part of me thinks he deserves a fair warning and part of me thinks it's stupid to warn an alcoholic ahead of time that it's BYOB. Hopefully after our conversation last night he's a bit more aware that I'm not OK with being around him while he's drinking. If not I'll have to set the record straight when he gets here!