True, but if you recall, Roy WANTED Martin to figure it out and even said he was dying to tell him. It's just how Roy's character is. The same kind of person who could cook up a false personality to give him a way out of murder charges also wanted Martin to realize how he had just been manipulated and used as a pawn. It's a much more satisfying finale than if Roy/Aaron had just claimed to have overheard the guards talking about it.
Im surprised people still think Aaron made a "mistake" at the end. he CLEARLY wanted to tell Marty that he deceived everyone. He wants to rub it in Marty's face that not only did he get away with two murders but he made Martin Vail look like a fool.