Maybe it is because I am in a gun friendly state (Utah), but I see way too much paranoia about this subject. The vast majority (I do not say all, but the vast majority) of LEO are CCW friendly, and should be assumed as such. Notifying IS a courtesy, and I will always do it, no matter where I am. That is just me, do as you will.
You are right, that in most places, by law, you are not required to do so. Guess what, by law, your local LEO can write you up for doing 36MPH in a 35MPH zone, but, as a courtesy to you, 99+% of them will not do it. Unless you are over 40MPH, they probably won't even bother pulling you over to warn you. Call it a common courtesy, whatever, but most of the LEO's out there are on OUR side. Treat them as such, and give them the benefit of the doubt. There are way too many people that seem to constantly be "hearing the black choppers".