It doesn't actually display "Cheat code enabled" (because there is one slight difference - "Unlock All" does not cover secret levels (regardless of the "Allow secret levels via cheats" option's setting), because I would presume that someone who intends to include secret levels does not want them unlocked by default, otherwise they wouldn't make them secret in the first place). However, if you try using the direct access codes (eg. "TRICKY10" or "0210"), or using left/right on preview screen to navigate to levels you haven't yet reached, you should be able to do so.
Perhaps some kind of indicator should be added to say that a pack has this option enabled?