I don't have the docs with me, but I know there is a requirement for Heavies to check in with APP and TWR (I think) with 'HEAVY' on first contact. In Oz anyway. It's in the Doc4444 somewhere too. Don't think it's an ego thing mostly. Maybe the crews just chuck it in to cover all bases for where it's required and not required.
Arigato,
Showa Cho