It depends on a few factors.
Is the roommate's SO more of a friend? Also, put yourself in the position of the SO, would you want your bf/gf's roommate telling you this?
Another thing to consider is if your roommate found out you were the one who told. How will that affect you and your living situation? You may want to just keep it to yourself unless asked -- in which case you should not lie.
It's hard keeping something like that to yourself because we don't like to see other people getting taken advantage of, but sometimes it just isn't your problem to meddle with. You run the risk of getting sucked into the drama.
I know it isn't a clear answer, but hopefully I've brought up some things to help you consider what you should do.