Legally if you are clear of the ATZ then there is no requirement to call but whether it's good airmanship to do so is another matter. As has been commented if there is a radio beacon nearby then it's possible that aircraft are utilising same for training etc.
The question is though where do you draw the line? If one is 1,000 ft above the top of the ATZ would you call?
Bit like those that want a FIS or RIS on a gin clear CAVOK day I cannot really see the point - why not just keep a good lookout?