I doubt there’s any such legal requirement anywhere. But in my experience the policy changes from airline to airline, with some training depts strongly suggesting a call to ATC if you’re going to do something unexpected (like an Emergency Turn) while other airlines trainers had a fit of apoplexy if you dared touch the transmit button after an EFATO. Personally I have always considered it prudent to make a BRIEF call stating the situation and intentions firmly ending with the word STANDBY. But I’m sure the fundamentalists here will be on to harangue me for that. The inconsistencies across this industry have always made me laugh. What’s law here is heresy there. Always merely the result of some personal preference of an egotistical head of training.
Incidentally- funny anecdote - the last airline I flew for had the ‘don’t dare touch that transmit button’ policy, so in the Sim, when the TRI did his ATC thing and asked me about my holding intentions, I refused to reply. He got rather upset. I told him afterward I was carrying out company policy and concentrating on completing my hold join and climb to MSA. I had declared an Emergency, and I own the sky.
We all know they play that ‘let’s hurry it up’ game when it suits them, and that was the deal. But the point was made. He backed down.
Such hypocrisy. Negative training abounds.