When you get your new, better holster, (aHEM!), go some place where you won't be seen, and try to dislodge it or the gun. Roll around on it. Jump up and down. Let it catch on a corner and see if it pulls off as you walk by. (Also, can you get to it if someone is sitting on your chest.) Throw yourself around as much as you can with out doing serious damage to yourself. Somebody gets ahold of you in a mugging or other fight, you don't need your gun or gun+holster skittering off across the ground. Also embarrassing if they just grab it and rip it off your belt. Or you draw -- and the holster is still wrapped around the gun.
And yes, I would not confuse the officer with anything he really didn't need to know.