They get copies of flight plans sent to them, and/or they have access to airport arrivals/departures website feeds, and/or they get notified by ATC.
All the above is 2nd hand info
But they do find out, as I discovered once last year coming back from the CI. They waited for me for 2 hours (I was late departing, and headwind was stronger than planned for). We got a 1 hour interview, obviously just going through the motions of feeling super important.