"Mayday? Pan? Can be great calls... but have a meaning, particularly when you need "assistance" from ATC. I would tend to reserve their use until:
1. I need assistance from ATC - this flight clearly did not (what help could they offer?)"
May be you don't need assistance straight away but a mayday call, and it doesn't have to be the full shebang, just a Mayday...standby, would alert everybody else on freq that someone has a major emergency and so they should be aware where the priority lies.
Again, not criticising the pilots involved more a discussion between cultures....