Their failure to declare an emergency goes against the most basic of ICAO procedures and is probably a reflection of their airlines operating procedures.
...but they did declare an emergency. In fact, the exact words they used were "We need to declare an emergency." Seems fairly unambiguous to me, even without the inclusion of 'Mayday'.
Does anyone know how far out the aircraft was when this occurred, and did DFW ATC have a point when they suggested they maybe ought to be thinking about a closer airport?