COS (Colorado Springs) Tower asked me (3 times) to "Confirm Wheels Down" on an recent after midnight arrival. I have to admit to not being very responsive to the request (thus being asked 3 times) as such a report has never been part of my reporting routine and I was puzzled at the request. Has anyone heard of such a request before? The only sense I can make of the request is that the controller thought I was overwhelmed, distracted or an idiot because I flew past the airport/runway from a vectored right base before seeing it and had to turn back to final. Quite frankly, COS's runway is VERY difficult to see at night as they have those very bright, but very directional, runway lights typical to ILS runways and they are very hard to see when approaching them at a right angle, particularly in the maze of urban ground lights. Just wondering if anyone else has every been asked to confirm wheels down by a tower.