I think this mystery may be just one of expectations.

I note there is no icon for a CD initially anywhere
on my Desktop or File Manager UNTIL there is some
removable medium actually in the CD device.

Usually Knoppix prompts for some information if it
sees a new device or new media. Soon afterwards
appropriate icons appear here and there in the
File Manager.

Wouldn't surprise me (NOW) if that's true for floppies and
USB devices as well.