Strange neighbour - do I say anything?

Hello, bit of a quandary here. I moved to a new area a few months ago, and have got to know a few neighbours really well, some a bit and others not at all. The other morning one of the neighbours I have seen around but not really spoken to was out on the drive putting out the rubbish. This neighbour was in a dressing gown and hair curlers. Might not seem strange but neighbour is A MAN! I was told by another neighbour that this man is married and has kids similar age to mine (year 9). I am worried what my children will say or think if they see him similarly dressed. Should I say anything? Tell him that I have seem him and am uncomfortable with his 'look' for my kids sake? 'His' dressing gown was very feminine as well, so from where I saw him I thought he was a woman, but then his wife came out (obviously a woman) with more rubbish. As I'm new to the area and the road I don't want to cause a stir but I also don't want my children thinking we have moved to a really weird part of town as they didn't want to move anyway. Any ideas? Thanks.