Hi
It happened to me , My husband got refused for US visa but after sending my application for PR , they sent an email to explain why I didn't inform them and I explained my situation , Of course they knew that you got refused , some applicants understand this question for Canada only not for the other countries , I think you are Ok now as they knew that fact , I prefer to wait until receiving your passport , Don't complicate your application in the final step. your case is over and no need to figure out another questions as they may think that you intended to inform them after sending your passport to secure your visa, No one knows how they think when receiving email like that.