Approaching the Cairo FIR boundary last night, I pondered whether to give my squawk code to the controller on initial contact - but then I thought Togalk might be in the air, and decided that I wouldn't want to spoil his night.
So I contacted Cairo on 126.6 and the first thing he asked for was....yeah...my squawk code.
As I was saying earlier, its most definitely not required, or necessarily correct, but once you get to know where they always ask for it, I can't see anything wrong with checking in with your squawk, if you KNOW its a sector where ATC always asks you anyway. That way you are cutting out an entire extra request/reply transmission.