I didn't. When I was last an assistant I just said I would be looking at other positions that I was interested in in January and continued to apply through April (until I got offered the position I've been at now for 2 decades). Now, they were all head positions so he did know I was looking to move up. If you are worried about blindsiding them, I would just mention it: "Hey, I applied for XYZ position just in case you get asked for a reference." Most people understand that this is a business and people move to new positions for various reasons. They shouldn't take it personally.