If it's a straight/left lane combo I filter my way all the way to the front and stay to the left as I turn. Then when it's possible I move back to the far right. When it's a left turn lane or a double left turn lane combo I filter to the front/right and make the left turn on the outside/right of the lane. When faced w/a straight/right turn I filter to the front and try to allow room for a car to turn behind me. It's all in allowing respect for the car drivers while maintaining the highest level of visibility possible. Some may disagree w/my approach to riding in traffic w/t filtering technique, but I've been cycle-commuting for 24 years consistantly and have never had a close call. I can only attribute this to making eye to eye contact and always erring on the side of caution.

Btw, I agree w/t OP. The LEO wouldn't have said anything to her had she been male. Wouldn't say it's sexism more a modern societal manifestation of primordial instinct to protect a female. It's in the very fabric of our DNA. He meant well. He's just misinformed.