Should you tell Tower you're departing IFR

or should they just know it already?

I was departing Sugarland (KSGR) yesterday, after having gotten my
clearance from ground control. Tower assigned me runway heading (this
was about 45 minutes later as there was MUCH traffic waiting in line
for takeoffs) and handed me off to departure. I had trouble getting a
word in edgewise, but when I eventually did, departure said "change
squawk to 0044". Later a different controller (but same freq I
believe) asked my if I was VFR???? I told him "Negative, N7NZ is
cleared Industry departure then as filed, currently on 270 vector". He
said, "roger, cleared direct IDU", and the rest of the flight was
uneventful (and unambiguously IFR). This was all in VMC.

Later I thought that maybe the tower didn't realize I was IFR when he
cleared me for takeoff, and that fouled something up with departure.

Or, is there another reason I would have immediately been given a new
squawk code like that? I seem to remember that 0xxx squawks are
"local" or something like that. Yet I believe I then kept that same
0044 the entire remaining duration of the flight (through Houston
Center and then Austin Approach to my destination 44TE).

Thanks!
John Clonts
Temple, Texas
N7NZ