Does this mean I shouldn’t have informed them
If you needed to do so to get the visa, then of course you had to.
The interest that came up is how they found out in sense of whether they scan all inland apps for departures or it came up because of a different reason - and in your case it appears it did because of the processing of the TRV.
It doesn't change what you had to do. Now you just have to deal with it.