I get the impression from some of the responses, this is more about showing the cop (or anyone else) you are a "big boy" too, and are "allowed" to have a gun, than it is about anything else.
I'm getting the same impression as well. Or maybe it's just that people are too lazy to check the law, even though it's simple to do so. As I said much earlier in the thread, I don't believe the officers' concerns (or problem children) are the folks who carry and are licensed to do so, and I seriously doubt that a decision to ticket or warn is influenced by the CCW license. So if I'm not required to inform, I won't. My choice.