I wonder if it depends on the county. Probably 8 -9 years ago when I lived in Englewood I was stopped for rolling through a stop sign by a Denver cop. When he approached to ask for my DL and insurance, he said "I see you have a concealed weapons permit, are you carrying a firearm now?" I told him I was not. At that time I think I still had a Denver County CCW because I had originally lived in Denver when I applied for the permit. So I'm assuming the reason he knew I had a CCW was because it was accessible to him as a Denver record. I don't know if a non-Denver cop would have known.
Or he looked at you and thought that you might and asked. Or he just asks everyone that... Or that was before the prohibition on flagging CCWers.
I'll stop buying black rifles when my wife stops buying black shoes.