It's just a remark that makes you feel uncomfortable... and you're asking for more remarks? Did you ever fail a check or get a written remark because of this? It's just an ongoing discussion. Nothing is black and white in the end. Aviation uses rules & regulations to try to create safety for good reasons, but the rules & regulations don't stop the world from being complicated grey. That's just life.
My remark? It all depends on the situation. Take engine failure:
The ICAO definitions (copy-paste):
* distress call (situation where the aircraft requires immediate assistance) is prefixed: MAYDAY, MAYDAY, MAYDAY.
* urgency message (situation not requiring immediate assistance) is prefixed: PAN-PAN, PAN-PAN, PAN-PAN
You received a clearance and ATC expects you to follow that clearance.
* engine failure just prior to rotation: mayday. You probably have an engine out procedure ATC is not aware of and you immediately need to follow that procedure, so you need ATC to keep people away from you. You decide, they follow.
* engine failure ie at higher altitude on the SID with flaps already in: panpan as you probably route-wise can continue on the SID, but later on you are unable to give "normal" performance as ATC would expect, everybody needs to "re-think" or we might get in danger and you will certainly not continue to climb to your cruising levels.