I'll throw in my 2 cents...
Why not call the office of the jurisdicion you were in and ask them (nicely) why you were shooed off of the road. Let them know you just want clarification so you understand why, and can avoid having problems in the future. You can also ask about the law dealing with cyclists on the highway.
Maybe he thought you weren't allowed on the road, and that could be cleared up?
I would have asked the cop "why" very nicely, but alot of people are worried about "arguing" with an officer.
We are allowed to ride on highways in MN. Interstates are posted "no this or that" to keep you off of those.
Let us know if you persue this.