It seems like you’re still hearing out of the bad ear probably because of the localization created by the delay between the sound that arrives at the bad ear and the same sound that arrives at the good ear. Your brain still gets 2 separate signals of the same sound that arrives at different times, which is processed by the brain to see which one arrives before and which one arrives after, and also which one has more volume/intensity (usually the one that arrives first) and which one has less (usually the one that arrives later). With these differentials, the brain determines the direction (or localization) of the sound. So I guess the brain still hears 2 separate signals so it still has the perception of depth and localization and therefore gets the impression that hearing still works from both sides while in reality it only comes from one side.
One thing that puzzles me, however, is that since the CROS setup is entirely mono, although given the impression of stereo through the sound delay, how would the brain know whether the signal that arrives first (or last) comes from the right side or the left side to begin with? Unless there’s still some remnant of hearing remaining on the left side, although not much, but still such that it’s still enough to help associate and couple the amplified signal with the real unamplified signal that’s still being heard naturally on the left side, to help the brain think that the amplified signal comes from the left side although it comes from the right HA.