Have you ever been "CALLED OUT" on wearing a wig or hair piece?
How does that go? Now that I am wearing hair, I notice how many bazillions of women do, but never say anything. Do they mind when you notice that they are wearing hair?
I don't think you should point it out to someone. A simple "Wow, your hair looks amazing" is more than enough. Then, if that person needs to believe that it is undetectable, they can go on believing. Everyone is happy.