I am capable of understanding whitespiral's question perfectly, and it is a matter I have mused on before myself. To answer his question, If I have a passenger or passengers on board I say "we," and if I don't, I say "I" ! Whether it is of any possible assistance for ATC to know that I have company ( I suppose it might be if I crash) I don't know, but I simply instinctively use the appropriate pronoun!
Mike