I believe that when you take an inquisitor as an ally it turns your army into a Daemonhunters army. Because when i took my IG list to nationals after printing out the roster it had changed to Daemonhunters instead of IG. So maybe this would allow the extra close combat for the SW. Not sure on this. If people go RAW they might just say models in the DH codex. But if adding him as an ally changes the army definition it might confer the bonus. You'd have to look at the wording on allies in the DH codex.