But the lady really shouldn't have contacted you directly. She may have feared retailation and she had every right to check.
The good news for you is that because your business was in order, this is one of those times when the age-old CC question, Why bother to be licensed?", gets a real life answer.
I asked my HD inspector how she finds unlicensed bakers. She said she relied on citizens that turned in the bakers. This is common practice for the general public to question licensing. It's not fellow bakers, but dissatisfied customers and general inquiries about home bakers by potential clients checking on legalitites and inspections. The same thing happens when someone feels a restaurant may not be up to standards.
So just feel good that all of that hard work really paid off for you. I'm sure you sleep better knowing the details are all in order.