Cop was only trying to help, all you have todo is tell them something like...

Yes sir, I appreciate this advice and concern for my safety but, i'm not in violation of any traffic laws am I? Ok, well thanks again for your concern... if there is nothing else i'll get going!

The only reason why he made up that stuff about passing on the left was he needed a reason to roll on you, also you probably should have gone around to the left.