Self harming , scars on upper arm

My 19 year old brother has been diagnosed with depression about a year ago, and is taking Lexapro and xanax, he is also seeing a therapist. I don't notice any change in him since being diagnosed, he is as quiet as ever and still sleeps about 18 hours a day and barely leaves the house.

I have recently noticed that he has scars on his upper right arm, I saw them before and he said that he had gotten burned by accident, while messing around with friends on a night out,but now he has fresh burns in the same place and I am 100% certain they are deliberate and he did it himself, he stands so he is touching the injury pretty much all the time.

I want to ask him if he has told his therapist that he is doing this, as I don't think he has. Should I bring it up with him, he gets panicked if I start asking him about his therapy. A friend of mine has said that self harming isn't that much of a worry, but I am finding it worrying.