For that they need a certificate. They have two options of obtaining that:
a) They request one from a CA. This will be logged in Certificate Transparency logs, and thus you could detect it by comparing the certs logged with the ones your local machine generated
b) they could have their software upload the certificate from your machine. That would need effort to detect (deeply inspecting the software and/or its traffic), but if a whiff of such a "feature" were to be found by anyone it couldn't really be explained away. (and aren't their clients app open-source? then at least it'd be reduced to source inspection and compiling yourself, which makes hiding stuff harder)