I think that it all depends on how the communication between you two works. If, for example, you are used to such inner jokes, like giving yourselves exaggerate

I think that it all depends on how the communication between you two works. If, for example, you are used to such inner jokes, like giving yourselves exaggerated titles, or maybe even if this is his bold way of asking to join you, it's completely fine. However, you felt the need to come and ask other people. It means you don't feel comfortable talking to him. You two don't communicate well together and you don't trust him. Communication and trust are the most important things. I would have probably avoided.