The problem with that is how would we not know about a foreign item left in the apartment after all this time? During the initial searches by the McCanns, if they had spotted something that didn't belong there, they would have surely found that significant and have spoken out about it. Either as part of the appeals for information or subsequently.
If we assume that the McCann's never found it, but that the police did, why would they have kept quiet about it? Why not mention it to the McCanns or anyone? Given how much all the evidence in this case has been trawled over by various angencies, something like that would be considered significant. Something found in the apartment that didn't belong there, you'd think that information would have come out by now if it was true.
It also doesn’t feel like something CB would naturally mention in such a conversation to HB. He was bragging, whereas leaving something behind makes him look foolish. If he'd left evidence behind, it's something he'd be worried about IMO.