The dice penalty should apply even if the target is a Demon/Angel in Deep Cover.
CharactersAetheric Resonance, found on page 184 of Demon: The Descent states that Demons are able to detect nearby Aether (and "aether-flavored" essence) expenditures. However, a cover is able to "seal in" the Aether - in other words, Demons cannot actively identify Demons or Angels while in cover unless they are expending their fuel.
Spoof, from page 112, says that a Demon can reflexively thwart supernatural scrunity, even in a passive way. As such, if a Demon is masquerading as a Whatsit, and the omission of a dice penalty would then imply the Demon is not a Whatsit, the dice penalty would then have to apply.
Furthermore, the Embed via which a Demon may spoof a Whatsit does not require spending Aether, so Aetheric Resonance will not detect it.
To come around full circle, though - using the Exploit Show of Power requires spending Aether.
So, let's break this down:
Demon Sue is using Deep Cover to investigate a hive of Whatsits. She meets Peter, who asks for her to prove she is a Whatsit. Sue suspects Peter is also using Deep Cover, so she decides to use Show of Power to demonstrate.
Now, there are two possibilities: either Peter is a Whatsit, and the dice penalty applies, or Peter has, through Deep Cover as a super-charged Spoofing, tricked reality into thinking he is a Whatsit. Ergo, since the lack of a penalty would betray him, the penalty must apply.
However, if Peter is also a Demon, after watching the Show of Power, he can spend Aether to feel for recent expenditures - in which case, he'd get a yes, and Sue would likely be the obvious culprit.
Therefore, Sue makes a convincing display, but Peter now knows she's not a Whatsit.
For a simple Demon detector, trick them into spending Aether/Essence while secluded and then spend for Aetheric Resonance.
Furthermore, giving a character knowledge falls into the idea of metagaming: characters cannot "see" their sheets. For example, Abed and Bob both try to grab the same sandwich. Abed gets to its first - in fact, he judges that about 11 people, slower than himself, could have grabbed it before Bob. This implies he has a higher base initiative - but, since he knows he and Bob have the same amount of Composure, he now knows he has more mental flexibility than Bob, as he eats the sandwich.
Maybe the first was without the dice penalty, maybe the second was with the dice penalty - the Demon does not know; the player does.
To answer the question's title: Can this power give the character knowledge solely based on the presence or absence of a dice penalty? The answer is No.
To answer the core question of Should I give this specific penalty to this specific power when targeting this specific type of target? That is a subjective answer, depending on whether you are saying Hunters are inherently supernatural in nature. My personal answer would be No - since a Hunter has no Blood Potency, Gnosis, etc - since they can go through a First Change, or make a Geist Bargain (with dire consequences to their character sheet) - their powers are not bound to a supernatural type - ergo, anything that doesn't have a supernatural tolerance rating that witness the mimicked power would invoke the dice penalty if being a witness - even if they are not a Mallues hunter.
At this point, it might be for the best to sit down with the players and clarify this. If the temptation is just too high for the players, consider explaining to them about introducing other penalties (some examples below) as a way to lessen the players' temptations to have the rules and structural mechanisms influence the characters' knowledge and actions.
As far as detecting other Demons go, I feel the same Aether-sniffing techniques used to discern infrastructure can be used, but I'm not entirely sure. I hope to add a book reference when I have access/time.
I feel the player has defended their viewpoint well, but I agree that giving a character dicepool knowledge can cross into the realm of metagaming.
So, what can we do about mitigating that metagaming? First off, talk to your players. There are plenty of good answers on this site about those kinds of techniques.
The question of whether Hunters are their own preternatural type or just organized, desperate people with whatever edges they can gain is, while critical to the interpretation of the question, full of far deeper implications, and good arguments exist for and against it (much akin to "Is Mages' Arcadia the same as Changeling's Arcadia?")
But, as far as solutions to the crux of your dilemma (aside from hiding the dicepool, which you are already aware of) here are some other possible complications that keep with DtD's core themes of espionage and "trust no one":
Broaden the penalty. It's not just Malleus hunters who count as increased scrutiny; those they've worked with become familiar with their effects (even if they can't duplicate them.) Like if a Demon were to be impersonating a Vampire with Celerity and demonstrate it by running to another state in the course of an action. Even Kindred with no Celerity will scrutinize that.
Tighten the penalty. The Benedictions are taught to those they are taught to, and no one else. Because of this, your Demon has to interact with a potential victim more, to discern a power they repute to have, in order to find a power with a penalty to spoof. More interaction means more chance of complications.
Wearing a rut in reality. If the Demon intends to regularly use an Exploit, it begins to break down reality. Many Exploits start putting a penalty for compromise on rapid usage.
Conversely, inoculating reality. Instead of reality wearing down and letting this power be spoofed more and more easily, each time it's used (within a certain period of time,) reality springs back, stiffer than ever. Add a penalty to its activation, and only report the total penalty when compiling a dicepool.
Practice makes perfect (but reality is imperfect.) Okay, so the Demon keeps spoofing the same power. Let them get good at it. When they want to use it, roll a D10 and round down by half, getting a +1 to +5. Add this as a bonus, but only tell the player the bonus + penalty. In other words, the chance of seeing a negative penalty is low, but the chance of getting the penalty but not being able to see it is considerable. I would also say if you employ this flexible bonus, it also is leveraged as a penalty to the compromise roll, because the easiest way for the GM to find a Demon is through loud, flashy patterns.
Demon is a game of espionage and reality-warping. And while, as long as everyone is having fun, you're doing it right; having a player hamper your abilities to run covert plots around them is something that should be mitigated (with their consent.) The idea of "I can always knows if this person is who they claim to me" goes inherently against the spirit of the game.
Hope this helps!