goosenstep
My take: If your are cleared for a VOR/DME/ILS and are told to report established, you have the following options
1 report est on inbound track
2 report est on LOC
3 report est on ILS (LOC and GLIDE)
4 report est on GLIDE
So I would say it was a case of sloppy R/T on the part of the controller. He should have been more specific.
As a guess he probably wanted a report on the LOC??
c