Some states require notification and some don't. The poor soul being prosecuted back east some where shows how important that this is even though the rogue cop was way out of line.
Here in Idaho, you don't have to notify and our CCW instructor who is a part time cop as well says, don't tell them unless asked to avoid any potential confrontation. That is here in Idaho, but again, you need to know your own state or those you are going through. As a couple folks have stated, don't get pulled over in the first place is the best way to avoid the issue.